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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.87%
3d Period Avg+2.17%
swing±10.58%
LONG Aftermath · now
−0.91%
3d avg:+4.65%
SHORT Pacifica · now
+10.96%
3d avg:+6.82%
Entry Spread Now
−0.086%
Against youL ask 1,719.08 · S bid 1,717.6−$8.59 at entry
24h range −0.04%…+0.06% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$37.58
−0.38%
$Avg Daily PnL
+$0.61
+0.0061%
★Best Day
+$1.98
Oct 3
◎Open Interest
Aftermath$497
Pacifica$96.8K⚡Funding APR
+2.22%
annualized · funding only
⚠Execution Cost
−$39.40
entry + exit fees
⏱Payback
2.2mo
to break even
◧24h Volume
Aftermath$86.5KPacifica$24.1KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$39.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.