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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 ~5.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg−8.36%
swing±25.24%
LONG RiseX · nowXAU-PERP
+0.00%
3d avg:+23.83%
SHORT Pacifica · now
+10.96%
3d avg:+15.47%
Entry Spread Now
−0.067%
Against youL ask 4,191.52 · S bid 4,188.7−$6.73 at entry
24h range −0.18%…+0.09% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$21.81
−0.22%
$Avg Daily PnL
−$2.26
−0.0226%
★Best Day
+$1.10
Sep 30
◎Open Interest
⚡Funding APR
−8.24%
annualized · funding only
⚠Execution Cost
−$15.04
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$15.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.