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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 ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+390.93%
1d Period Avg+371.00%
swing±78.74%
LONG Arcus · nowSPCX-USD
−13.97%
1d avg:+9.47%
SHORT Bullet · nowSPCX-USD
+376.95%
1d avg:+380.47%
Entry Spread Now
+0.160%
In your favorL ask 143.7300 · S bid 143.9600+$16.00 at entry
24h range +0.04%…+0.35% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.022%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$28.30
+0.28%
$Avg Daily PnL
+$48.58
+0.4858%
★Best Day
+$27.20
Oct 29
◎Open Interest
Arcus$990.5K
Bullet$88.4K⚡Funding APR
+177.33%
annualized · funding only
⚠Execution Cost
−$20.28
entry + exit fees
⏱Payback
10.1h
to break even
◧24h Volume
Arcus$5.86MBullet$107.7KLoading 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 (−$20.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.