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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 ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.47%
1d Period Avg+44.56%
swing±15.44%
LONG Aftermath · nowUS500
−45.51%
1d avg:−33.60%
SHORT Pacifica · now
+10.96%
1d avg:+10.96%
Entry Spread Now
−0.035%
Against youL ask 7,694.48 · S bid 7,691.8−$3.48 at entry
24h range −0.17%…+0.12% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$23.89
−0.24%
$Avg Daily PnL
+$12.16
+0.1216%
★Best Day
+$9.79
Oct 29
◎Open Interest
Aftermath$8.7K
Pacifica$175.7K⚡Funding APR
+44.40%
annualized · funding only
⚠Execution Cost
−$36.05
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Aftermath$177.5KPacifica$50.1KLoading 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 (−$36.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.