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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+105.75%
1d Period Avg+20.38%
swing±21.93%
LONG Aftermath · now
−2.31%
1d avg:−11.92%
SHORT Extended · now
+103.44%
1d avg:+8.46%
Entry Spread Now
+0.034%
In your favorL ask 63.8964 · S bid 63.9180+$3.38 at entry
24h range −0.11%…+0.21% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$23.85
−0.24%
$Avg Daily PnL
+$5.49
+0.0549%
★Best Day
+$5.49
Sep 27
◎Open Interest
Aftermath$64.0K
Extended$3.28M⚡Funding APR
+20.05%
annualized · funding only
⚠Execution Cost
−$29.34
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
Aftermath$1.4KExtended$3.56MLoading 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 (−$29.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.