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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.86%
3d Period Avg−4.64%
swing±32.91%
LONG Meridian · now
−28.55%
3d avg:+5.36%
SHORT Aftermath · now
+30.31%
3d avg:+0.72%
Entry Spread Now
+0.030%
In your favorL ask 119.9700 · S bid 120.0060+$3.00 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
−$37.09
−0.37%
$Avg Daily PnL
−$1.19
−0.0119%
★Best Day
+$5.28
Oct 2
◎Open Interest
Meridian$7.2K
Aftermath$39.6K⚡Funding APR
−4.35%
annualized · funding only
⚠Execution Cost
−$33.51
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Meridian$11.9KAftermath$194.0KLoading 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 (−$33.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.