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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.25%
1d Period Avg+54.44%
swing±44.20%
LONG Extended · now
−44.71%
1d avg:−61.98%
SHORT Aftermath · now
−2.46%
1d avg:−7.54%
Entry Spread Now
−0.046%
Against youL ask 98.1170 · S bid 98.0718−$4.61 at entry
24h range −0.22%…+0.32% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$15.58
−0.16%
$Avg Daily PnL
+$14.06
+0.1406%
★Best Day
+$14.06
Oct 18
◎Open Interest
Extended$4.03M
Aftermath$1.7K⚡Funding APR
+51.33%
annualized · funding only
⚠Execution Cost
−$29.64
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Extended$10.55MAftermath$85.3KLoading 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 (−$29.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.