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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 ~670d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.13%
7d Period Avg+2.93%
swing±10.99%
LONG Ondo · nowWTI-USD.P
+5.35%
7d avg:+0.79%
SHORT Polymarket · nowWTIOIL-USD
+5.48%
7d avg:+3.72%
Entry Spread Now
+0.059%
In your favorL ask 101.6600 · S bid 101.7200+$5.90 at entry
24h range −0.13%…+0.19% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.035%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.47
−0.18%
$Avg Daily PnL
+$0.77
+0.0077%
★Best Day
+$1.60
Oct 23
◎Open Interest
⚡Funding APR
+2.80%
annualized · funding only
⚠Execution Cost
−$23.85
entry + exit fees
⏱Payback
1.0mo
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 (−$23.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.