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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 covers it in ~0.0d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+2130.05%
3d Period Avgβ249.06%
swingΒ±275.49%
LONG Bullet Β· now
β1812.37%
3d avg:+191.73%
SHORT Paragon Β· now
+317.69%
3d avg:β57.33%
Entry Spread Now
+0.415%
In your favorL ask 97.2700 Β· S bid 97.6740+$41.53 at entry
24h range β1.77%β¦+4.86% Β· median β0.46%
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$79.15
β0.79%
$Avg Daily PnL
β$17.72
β0.1772%
β
Best Day
+$10.17
Oct 29
βOpen Interest
Bullet$414.7K
Paragon$2.26Mβ‘Funding APR
β64.67%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Bullet$148.9KParagon$1.11MLoading 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.