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updated 7:45:23 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.65%
1d Period Avg−56.18%
LONG Ondo · nowUS500-USD.P
−64.25%
1d avg:+67.19%
SHORT BitMart · nowSPX500USDT
+11.40%
1d avg:+11.01%
Entry Spread Now
−0.491%
Against youL ask 7,521.9 · S bid 7,484.94−$49.14 at entry
24h range −0.44%…+0.20% · median −0.20%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$79.18
−0.79%
$Avg Daily PnL
−$1.66
−0.0166%
★Best Day
−$0.55
Aug 2
◎Open Interest
⚡Funding APR
−6.06%
annualized · funding only
⚠Execution Cost
−$75.86
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 + live L2 orderbook slippage on both legs (−$75.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.