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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−8.48%
7d Period Avg+0.66%
swing±8.19%
LONG edgeX V2 · now
+11.99%
7d avg:+6.01%
SHORT Extended · now
+3.51%
7d avg:+6.67%
Entry Spread Now
−0.007%
Against youL ask 4,142.3 · S bid 4,142−$0.72 at entry
24h range +0.00%…+0.25% · median +0.12%
Long pays every4hShort pays every1h
LONGmaker0.018%/taker0.038%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$12.70
−0.13%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.62
Oct 18
◎Open Interest
⚡Funding APR
+0.33%
annualized · funding only
⚠Execution Cost
−$13.32
entry + exit fees
⏱Payback
5.0mo
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 (−$13.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.