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updated 5:25:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.39%
3d Period Avg+27.44%
LONG Lighter · now
+3.51%
3d avg:+1.53%
SHORT BitMart · now
+8.90%
3d avg:+28.97%
Entry Spread Now
+0.428%
In your favorL 151.2200 · S 151.8679+$42.84 if it converges
24h range −1.52%…+0.89% · median +0.06%
Long pays every1hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$18.24
+0.18%
$Avg Daily PnL
+$7.56
+0.0756%
★Best Day
+$23.14
Jul 20
◎Open Interest
⚡Funding APR
+27.60%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.6d
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 + fees only (orderbook snapshot stale) on both legs (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.