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updated 11:23:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−16.00%
3d Period Avg−9.82%
LONG BitMart · now
+11.18%
3d avg:+3.42%
SHORT Bitget · now
−4.82%
3d avg:−6.40%
Entry Spread Now
−0.119%
Eaten by executionL 0.02532 · S 0.02529−$11.93 if it converges
24h range −0.55%…+0.35% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$32.07
−0.32%
$Avg Daily PnL
−$2.02
−0.0202%
★Best Day
+$0.61
Jul 26
◎Open Interest
⚡Funding APR
−7.36%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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.