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updated 7:38:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.91%
3d Period Avg+9.43%
LONG Variational · now
+10.96%
3d avg:+2.55%
SHORT BitMart · now
+32.87%
3d avg:+11.98%
Entry Spread Now
+0.069%
Eaten by executionL 0.7645 · S 0.7650+$6.92 if it converges
24h range −0.38%…+0.57% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.40
−0.13%
$Avg Daily PnL
+$2.58
+0.0258%
★Best Day
+$4.18
Jul 19
◎Open Interest
⚡Funding APR
+9.42%
annualized · funding only
⚠Execution Cost
−$21.15
entry + exit fees
⏱Payback
8.2d
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 (−$21.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.