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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 ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+101.10%
3d Period Avg+62.57%
swing±29.13%
LONG Meridian · now
−6.76%
3d avg:−27.84%
SHORT Bullet · nowGOLD-USD
+94.33%
3d avg:+34.73%
Entry Spread Now
+0.161%
In your favorL ask 4,153.9 · S bid 4,160.6+$16.13 at entry
24h range −0.23%…+0.16% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$28.57
+0.29%
$Avg Daily PnL
+$17.03
+0.1703%
★Best Day
+$21.09
Oct 16
◎Open Interest
Meridian$277.4K
Bullet$75.4K⚡Funding APR
+62.17%
annualized · funding only
⚠Execution Cost
−$22.53
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Meridian$11.1KBullet$22.5KLoading 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 (−$22.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.