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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β33.58%
3d Period Avgβ241.43%
swingΒ±282.55%
LONG Bullet Β· now
+0.00%
3d avg:+190.51%
SHORT Paragon Β· now
β33.58%
3d avg:β50.92%
Entry Spread Now
β0.006%
NeutralL 97.6421 Β· S 97.6359
24h range β1.77%β¦+4.97% Β· median β0.45%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.030%/taker0.090%
Sparse settlements: long 31%, short 68% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$74.89
β0.75%
$Avg Daily PnL
β$16.30
β0.1630%
β
Best Day
+$12.39
Oct 29
βOpen Interest
Bullet$416.0K
Paragon$2.25Mβ‘Funding APR
β59.48%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bullet$138.3KParagon$1.14MLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.