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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 ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+194.35%
30d Period Avg+47.26%
swing±93.14%
LONG WEEX · now
−10.44%
30d avg:+2.75%
SHORT Paragon · nowpara:TTWO
+183.91%
30d avg:+50.01%
Entry Spread Now
+0.051%
Eaten by executionL 208.5000 · S 208.6055+$5.06 if it converges
24h range −0.46%…+0.24% · median −0.11%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$248.25
+2.48%
$Avg Daily PnL
+$11.34
+0.1134%
★Best Day
+$34.23
Sep 17
◎Open Interest
⚡Funding APR
+41.39%
annualized · funding only
⚠Execution Cost
−$91.92
entry + exit fees
⏱Payback
8.1d
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 (−$91.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.