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updated 2:18:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.08%
30d Period Avg+9.96%
LONG NADO · nowUNI-PERP
−10.69%
30d avg:−0.23%
SHORT Extended · now
+11.40%
30d avg:+9.73%
Entry Spread Now
−0.080%
Against youL 3.2760 · S 3.2734−$8.03 if it converges
24h range −0.29%…+0.16% · median −0.11%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.035%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$69.84
+0.70%
$Avg Daily PnL
+$2.64
+0.0264%
★Best Day
+$5.31
Jul 18
◎Open Interest
NADO$491.4K
Extended$271.9K⚡Funding APR
+9.64%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
NADO$6.3KExtended$60.7KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.