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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 ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.06%
30d Period Avg+1.61%
swing±37.28%
LONG TxFlow · now
−13.59%
30d avg:+6.68%
SHORT NADO · nowSPY-PERP
+14.47%
30d avg:+8.29%
Entry Spread Now
−0.047%
Against youL ask 768.1800 · S bid 767.8200−$4.69 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
−$16.81
−0.17%
$Avg Daily PnL
+$0.44
+0.0044%
★Best Day
+$9.57
Sep 5
◎Open Interest
TxFlow$682.3K
NADO$1.53M⚡Funding APR
+1.61%
annualized · funding only
⚠Execution Cost
−$30.02
entry + exit fees
⏱Payback
2.3mo
to break even
◧24h Volume
TxFlow$309.1KNADO$403.8KLoading 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 (−$30.02 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.