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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 ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+104.64%
1d Period Avg+106.19%
swing±69.05%
LONG Pacifica · nowCL
−44.57%
1d avg:−26.38%
SHORT Aftermath · now
+60.07%
1d avg:+79.81%
Entry Spread Now
+0.059%
In your favorL ask 93.4860 · S bid 93.5413+$5.92 at entry
24h range −0.22%…+0.24% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$0.91
+0.01%
$Avg Daily PnL
+$26.21
+0.2621%
★Best Day
+$26.21
Sep 27
◎Open Interest
⚡Funding APR
+95.68%
annualized · funding only
⚠Execution Cost
−$25.30
entry + exit fees
⏱Payback
23.3h
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 (−$25.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.