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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 ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.91%
3d Period Avg+50.22%
swing±17.44%
LONG Aftermath · nowUS500
−43.96%
3d avg:−39.26%
SHORT Pacifica · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.042%
Eaten by executionL 7,706.91 · S 7,710.18+$4.24 if it converges
24h range −0.17%…+0.11% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
+$19.96
+0.20%
$Avg Daily PnL
+$13.54
+0.1354%
★Best Day
+$16.67
Oct 27
◎Open Interest
Aftermath$8.5K
Pacifica$196.5K⚡Funding APR
+49.42%
annualized · funding only
⚠Execution Cost
−$20.66
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Aftermath$177.9KPacifica$70.8KLoading 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 (−$20.66 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.