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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 ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.38%
1d Period Avg+40.37%
swing±20.31%
LONG TxFlow · now
+6.33%
1d avg:+2.94%
SHORT Aftermath · now
+52.71%
1d avg:+43.31%
Entry Spread Now
+0.178%
Eaten by executionL 9.5650 · S 9.5821+$17.84 if it converges
24h range −1.25%…+0.66% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$30.41
−0.30%
$Avg Daily PnL
+$11.05
+0.1105%
★Best Day
+$10.55
Sep 27
◎Open Interest
TxFlow$53.4K
Aftermath$958⚡Funding APR
+40.34%
annualized · funding only
⚠Execution Cost
−$41.46
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
TxFlow$372.8KAftermath$2.7KLoading 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 (−$41.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.