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updated 5:02:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~36d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.78%
30d Period Avg+18.68%
LONG N1 · now
−75.39%
30d avg:−13.85%
SHORT Extended · now
+11.40%
30d avg:+4.83%
Entry Spread Now
−0.239%
Eaten by executionL 0.3628 · S 0.3620−$23.87 if it converges
24h range −1.01%…+1.46% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$696.91
−6.97%
$Avg Daily PnL
+$4.95
+0.0495%
★Best Day
+$15.58
Jul 28
◎Open Interest
N1$2.6K
Extended$179.4K⚡Funding APR
+18.08%
annualized · funding only
⚠Execution Cost
−$850.47
entry + exit fees
⏱Payback
5.7mo
to break even
◧24h Volume
N1$1.2KExtended$1.42MLoading 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 (−$850.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.