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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.24%
3d Period Avg−1.90%
swing±12.26%
LONG TxFlow · now
−13.59%
3d avg:+8.23%
SHORT NADO · nowSPY-PERP
−2.35%
3d avg:+6.33%
Entry Spread Now
−0.081%
Against youL ask 767.8400 · S bid 767.2200−$8.07 at entry
24h range −0.10%…+0.04% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
−$33.98
−0.34%
$Avg Daily PnL
−$0.39
−0.0039%
★Best Day
+$0.62
Sep 21
◎Open Interest
TxFlow$682.1K
NADO$1.54M⚡Funding APR
−1.43%
annualized · funding only
⚠Execution Cost
−$32.42
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$310.4KNADO$32.8KLoading 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 (−$32.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.