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updated 11:57:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.73%
3d Period Avg+38.65%
LONG Hotcoin · now
+5.48%
3d avg:+5.48%
SHORT N1 · now
+48.21%
3d avg:+44.13%
Entry Spread Now
+0.000%
NeutralL ask 0.05957 · S bid 0.05957
24h range −0.40%…+0.48% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$154.31
−1.54%
$Avg Daily PnL
+$7.78
+0.0778%
★Best Day
+$12.74
Aug 14
◎Open Interest
⚡Funding APR
+28.41%
annualized · funding only
⚠Execution Cost
−$185.45
entry + exit fees
⏱Payback
23.8d
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 + live L2 orderbook slippage on both legs (−$185.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.