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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 ~3.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.68%
3d Period Avg+61.28%
swing±70.78%
LONG Pacifica · nowCL
−40.03%
3d avg:−10.67%
SHORT Aftermath · now
−5.35%
3d avg:+50.61%
Entry Spread Now
−0.120%
Against youL ask 93.0080 · S bid 92.8967−$11.97 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
+$10.39
+0.10%
$Avg Daily PnL
+$15.52
+0.1552%
★Best Day
+$26.21
Sep 27
◎Open Interest
Pacifica$135.1K
Aftermath$1.3K⚡Funding APR
+56.67%
annualized · funding only
⚠Execution Cost
−$36.18
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Pacifica$122.7KAftermath$4.5KLoading 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 (−$36.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.