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updated 12:55:38 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.61%
3d Period Avg+8.73%
swing±34.01%
LONG Perpl · now
−48.93%
3d avg:−3.96%
SHORT Hibachi · nowSOL/USDT-P
+30.68%
3d avg:+4.77%
Entry Spread Now
+0.216%
In your favorL ask 113.3230 · S bid 113.5680+$21.62 at entry
24h range −0.19%…+0.29% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0.045%
Loading Funding History…
↗Total PnL
−$31.00
−0.31%
$Avg Daily PnL
+$1.82
+0.0182%
★Best Day
+$5.24
Sep 18
◎Open Interest
Perpl$250.9K
Hibachi$126.6K⚡Funding APR
+6.65%
annualized · funding only
⚠Execution Cost
−$38.29
entry + exit fees
⏱Payback
21.0d
to break even
◧24h Volume
Perpl$2.26MHibachi$974.6KLoading 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 (−$38.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.