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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+198.77%
3d Period Avg+76.81%
swing±42.69%
LONG QFEX · now
+0.00%
3d avg:+0.07%
SHORT Paragon · nowpara:VST
+198.77%
3d avg:+76.88%
Entry Spread Now
+0.129%
Eaten by executionL 139.9000 · S 140.0800+$12.87 if it converges
24h range −0.34%…+0.27% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$6.14
−0.06%
$Avg Daily PnL
+$21.03
+0.2103%
★Best Day
+$28.02
Oct 1
◎Open Interest
⚡Funding APR
+76.76%
annualized · funding only
⚠Execution Cost
−$69.23
entry + exit fees
⏱Payback
3.3d
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 (−$69.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.