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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+174.62%
7d Period Avg+81.39%
swing±87.73%
LONG Binance Futures · now
+0.00%
7d avg:+6.98%
SHORT Paragon · nowpara:TTWO
+174.62%
7d avg:+88.37%
Entry Spread Now
−0.033%
Eaten by executionL 228.7800 · S 228.7045−$3.30 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
+$57.56
+0.58%
$Avg Daily PnL
+$21.81
+0.2181%
★Best Day
+$38.98
Nov 9
◎Open Interest
Binance Futures$1.89M
Paragon$3.17M⚡Funding APR
+79.60%
annualized · funding only
⚠Execution Cost
−$95.10
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Binance Futures$4.15MParagon$171.9KLoading 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 (−$95.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.