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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 ~2.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.71%
3d Period Avg+15.49%
swing±17.10%
LONG Bullet · now
+0.00%
3d avg:+0.00%
SHORT Aftermath · now
+30.71%
3d avg:+15.49%
Entry Spread Now
−0.127%
Against youL 30,733.82 · S 30,694.79−$12.70 if it converges
24h range −0.10%…+0.16% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$13.77
−0.14%
$Avg Daily PnL
+$3.53
+0.0353%
★Best Day
+$7.62
Sep 30
◎Open Interest
⚡Funding APR
+12.90%
annualized · funding only
⚠Execution Cost
−$24.37
entry + exit fees
⏱Payback
6.9d
to break even
◧24h Volume
Loading 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 (−$24.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.