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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
+92.45%
1d Period Avg+28.25%
swing±50.63%
LONG Aftermath · now
−4.79%
1d avg:+43.94%
SHORT Bullet · now
+87.66%
1d avg:+72.19%
Entry Spread Now
−0.016%
Against youL ask 7.2300 · S bid 7.2289−$1.56 at entry
24h range −0.58%…+0.86% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$33.73
−0.34%
$Avg Daily PnL
+$8.41
+0.0841%
★Best Day
+$6.57
Oct 29
◎Open Interest
Aftermath$6.7K
Bullet$22.3K⚡Funding APR
+30.70%
annualized · funding only
⚠Execution Cost
−$42.14
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
Aftermath$203.5KBullet$94.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$42.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.