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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.98%
3d Period Avg−1.82%
swing±34.00%
LONG Meridian · now
−27.14%
3d avg:+4.55%
SHORT Aftermath · now
+30.84%
3d avg:+2.73%
Entry Spread Now
+0.047%
In your favorL ask 119.3100 · S bid 119.3660+$4.70 at entry
24h range −0.57%…+0.49% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$37.40
−0.37%
$Avg Daily PnL
−$0.68
−0.0068%
★Best Day
+$6.32
Oct 2
◎Open Interest
Meridian$7.2K
Aftermath$40.3K⚡Funding APR
−2.48%
annualized · funding only
⚠Execution Cost
−$35.36
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Meridian$11.6KAftermath$193.6KLoading 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 (−$35.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.