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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 ~512d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.28%
3d Period Avg−3.92%
swing±15.48%
LONG Pacifica · now
+1.64%
3d avg:+8.29%
SHORT Aftermath · now
+1.92%
3d avg:+4.37%
Entry Spread Now
+0.027%
In your favorL ask 1,750.5 · S bid 1,750.97+$2.68 at entry
24h range −0.16%…+0.67% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$40.05
−0.40%
$Avg Daily PnL
−$0.26
−0.0026%
★Best Day
+$2.36
Sep 28
◎Open Interest
⚡Funding APR
−0.95%
annualized · funding only
⚠Execution Cost
−$39.27
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$39.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.