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updated 4:45:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.81%
3d Period Avg+21.53%
LONG Bitunix · now
−35.25%
3d avg:−6.97%
SHORT BitMart · now
+14.56%
3d avg:+14.56%
Entry Spread Now
−0.096%
Eaten by executionL 22.7600 · S 22.7381−$9.61 if it converges
24h range −0.94%…+2.16% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.99
−0.05%
$Avg Daily PnL
+$4.75
+0.0475%
★Best Day
+$13.64
Aug 3
◎Open Interest
⚡Funding APR
+17.35%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.0d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.