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updated —TTWO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+164.72%
3d Period Avg+101.34%
swing±80.04%
LONG Binance Futures · now
+0.00%
3d avg:+14.40%
SHORT Paragon · nowpara:TTWO
+164.72%
3d avg:+115.74%
Entry Spread Now
−0.028%
Eaten by executionL 228.8151 · S 228.7520−$2.76 if it converges
24h range −0.35%…+1.12% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$13.37
−0.13%
$Avg Daily PnL
+$27.23
+0.2723%
★Best Day
+$27.63
Nov 12
◎Open Interest
Binance Futures$1.88M
Paragon$3.17M⚡Funding APR
+99.40%
annualized · funding only
⚠Execution Cost
−$95.07
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Binance Futures$4.14MParagon$170.6KLoading 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 (−$95.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.