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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+134.57%
1d Period Avg+102.75%
swing±23.31%
LONG RiseX · nowSOL-PERP
−30.11%
1d avg:−10.31%
SHORT Aftermath · now
+104.45%
1d avg:+92.44%
Entry Spread Now
+0.165%
In your favorL ask 102.0360 · S bid 102.2045+$16.52 at entry
24h range −0.13%…+0.20% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$20.14
−0.20%
$Avg Daily PnL
+$28.13
+0.2813%
★Best Day
+$26.48
Oct 17
◎Open Interest
⚡Funding APR
+102.68%
annualized · funding only
⚠Execution Cost
−$48.27
entry + exit fees
⏱Payback
1.7d
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 (−$48.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.