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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 ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.81%
3d Period Avg+6.11%
swing±11.99%
LONG trade[XYZ] · nowxyz:SP500
−3.86%
3d avg:+2.28%
SHORT Pacifica · now
+10.96%
3d avg:+8.39%
Entry Spread Now
−0.031%
Against youL ask 7,691.7 · S bid 7,689.3−$3.12 at entry
24h range −0.20%…+0.04% · median −0.09%
Long pays every1hShort pays every1h
LONGmaker0.030%/taker0.090%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$36.57
−0.37%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$2.91
Oct 17
◎Open Interest
![trade[XYZ]](/icons/exchanges/hl-xyz.svg){kind=icon}
trade[XYZ]$375.74M
Pacifica$202.4K⚡Funding APR
+6.02%
annualized · funding only
⚠Execution Cost
−$41.52
entry + exit fees
⏱Payback
25.2d
to break even
◧24h Volume
trade[XYZ]$170.66MPacifica$23.3KLoading 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 (−$41.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.