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updated 3:34:59 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+80.58%
1d Period Avg+15.13%
swing±23.60%
LONG LBank · nowGOLDUSDT
+0.00%
1d avg:+0.00%
SHORT RiseX · nowXAU-PERP
+80.58%
1d avg:+15.13%
Entry Spread Now
+0.022%
In your favorL ask 4,293.86 · S bid 4,294.81+$2.21 at entry
24h range −0.16%…+0.20% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$15.91
−0.16%
$Avg Daily PnL
+$2.07
+0.0207%
★Best Day
+$4.14
Sep 14
◎Open Interest
LBank—
RiseX$5.51M⚡Funding APR
+7.56%
annualized · funding only
⚠Execution Cost
−$20.05
entry + exit fees
⏱Payback
9.7d
to break even
◧24h Volume
LBank$368.15MRiseX$9.65MLoading 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 (−$20.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.