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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 ~30d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1.66%
3d Period Avgβ0.93%
swingΒ±9.82%
LONG edgeX V2 Β· now
+6.23%
3d avg:+12.81%
SHORT Extended Β· now
+7.89%
3d avg:+11.88%
Entry Spread Now
β0.034%
Against youL ask 4,131 Β· S bid 4,129.6β$3.39 at entry
24h range +0.00%β¦+0.25% Β· median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.018%/taker0.038%SHORTmaker0%/taker0.025%
Loading Funding Historyβ¦
βTotal PnL
β$14.61
β0.15%
$Avg Daily PnL
β$0.25
β0.0025%
β
Best Day
+$0.39
Oct 19
βOpen Interest
edgeX V2$12.84M
Extended$4.57Mβ‘Funding APR
β0.92%
annualized Β· funding only
β Execution Cost
β$13.85
entry + exit fees
β±Payback
never
to break even
β§24h Volume
edgeX V2$65.78MExtended$49.54MLoading Cumulative PnLβ¦
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 (β$13.85 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.