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updated 8:29:27 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+411.77%
3d Period Avg−21.60%
swing±118.44%
LONG Bitunix · now
−11.94%
3d avg:+22.97%
SHORT QFEX · now
+399.83%
3d avg:+1.37%
Entry Spread Now
+0.246%
In your favorL 111.9700 · S 112.2450+$24.56 if it converges
24h range −1.29%…+1.26% · median −0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.050%/taker0.100%
Loading Funding History…
↗Total PnL
−$46.39
−0.46%
$Avg Daily PnL
−$3.60
−0.0360%
★Best Day
+$20.40
Sep 4
◎Open Interest
⚡Funding APR
−13.13%
annualized · funding only
⚠Execution Cost
−$32.00
entry + exit fees
⏱Payback
never
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 (−$32.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.