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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~37d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+3.98%
3d Period Avgβ13.12%
swingΒ±32.44%
LONG Aftermath Β· now
+33.64%
3d avg:+13.81%
SHORT Decibel Β· nowSILVER/USD
+37.62%
3d avg:+0.69%
Entry Spread Now
+0.036%
Eaten by executionL 57.3824 Β· S 57.4030+$3.60 if it converges
24h range β0.14%β¦+0.17% Β· median β0.04%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.015%/taker0.045%
Loading Funding Historyβ¦
βTotal PnL
β$50.95
β0.51%
$Avg Daily PnL
β$3.60
β0.0360%
β
Best Day
+$1.27
Oct 18
βOpen Interest
Aftermath$67.6K
Decibel$8.7Kβ‘Funding APR
β13.15%
annualized Β· funding only
β Execution Cost
β$40.14
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Aftermath$83.5KDecibelβLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (β$40.14 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.