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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−21.71%
3d Period Avg+70.73%
swing±80.84%
LONG QFEX · now
+2.46%
3d avg:+4.92%
SHORT Paragon · nowpara:TTWO
−19.24%
3d avg:+75.65%
Entry Spread Now
+0.192%
Eaten by executionL 203.7950 · S 204.1860+$19.19 if it converges
24h range −0.53%…+0.44% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$3.00
+0.03%
$Avg Daily PnL
+$17.75
+0.1775%
★Best Day
+$22.17
Sep 29
◎Open Interest
⚡Funding APR
+64.77%
annualized · funding only
⚠Execution Cost
−$50.24
entry + exit fees
⏱Payback
2.8d
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 (−$50.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.