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updated 10:11:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.73%
3d Period Avg+28.38%
LONG Reya · nowSUIRUSDPERP
−17.72%
3d avg:−17.12%
SHORT Ethereal · now
+10.01%
3d avg:+11.26%
Entry Spread Now
+0.024%
Eaten by executionL 0.6757 · S 0.6758+$2.44 if it converges
24h range −0.12%…+0.12% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$30.63
−0.31%
$Avg Daily PnL
+$5.83
+0.0583%
★Best Day
+$8.27
Aug 17
◎Open Interest
⚡Funding APR
+21.27%
annualized · funding only
⚠Execution Cost
−$53.94
entry + exit fees
⏱Payback
9.3d
to break even
◧24h Volume
Loading 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 (−$53.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.