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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 ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+90.01%
3d Period Avg+5.86%
swing±24.35%
LONG Aftermath · now
+16.06%
3d avg:+0.19%
SHORT Extended · now
+106.07%
3d avg:+6.05%
Entry Spread Now
+0.064%
In your favorL ask 62.9786 · S bid 63.0190+$6.41 at entry
24h range −0.30%…+0.21% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$31.42
−0.31%
$Avg Daily PnL
+$1.61
+0.0161%
★Best Day
+$5.49
Sep 27
◎Open Interest
Aftermath$63.1K
Extended$3.25M⚡Funding APR
+5.88%
annualized · funding only
⚠Execution Cost
−$36.25
entry + exit fees
⏱Payback
22.5d
to break even
◧24h Volume
Aftermath$2.0KExtended$4.06MLoading 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 (−$36.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.