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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.82%
30d Period Avg+15.32%
swing±17.19%
LONG Bullet · now
+0.00%
30d avg:+0.00%
SHORT Aftermath · now
+24.82%
30d avg:+15.32%
Entry Spread Now
−0.052%
Eaten by executionL 30,618 · S 30,602−$5.23 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%
Limited funding history — chart clipped to available data
- Aftermath (Short): data starts Sep 28, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 8% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$10.30
−0.10%
$Avg Daily PnL
+$0.37
+0.0037%
★Best Day
+$7.62
Sep 30
◎Open Interest
Bullet$2.3K
Aftermath$490⚡Funding APR
+1.37%
annualized · funding only
⚠Execution Cost
−$21.52
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
Bullet$52.7KAftermath$13.6KLoading 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 (−$21.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.