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updated 9:21:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.93%
3d Period Avg+36.51%
LONG Perpl · now
−17.53%
3d avg:−5.02%
SHORT Bullet · now
−24.46%
3d avg:+31.49%
Entry Spread Now
+0.008%
In your favorL ask 77.7530 · S bid 77.7590+$0.77 at entry
24h range −0.09%…+0.16% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$5.62
+0.06%
$Avg Daily PnL
+$7.49
+0.0749%
★Best Day
+$13.68
Jul 21
◎Open Interest
Perpl$968.8K
Bullet$210.4K⚡Funding APR
+27.35%
annualized · funding only
⚠Execution Cost
−$24.35
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Perpl$5.83MBullet$188.3KLoading 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 (−$24.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.