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updated —ZEC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.85%
1d Period Avg+51.08%
swing±38.15%
LONG Aftermath · now
+7.81%
1d avg:+36.08%
SHORT Bullet · now
+87.66%
1d avg:+87.16%
Entry Spread Now
+0.028%
In your favorL ask 1,283.57 · S bid 1,283.92+$2.75 at entry
24h range −0.51%…+0.90% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$30.71
−0.31%
$Avg Daily PnL
+$15.25
+0.1525%
★Best Day
+$8.21
Oct 31
◎Open Interest
Aftermath$34.0K
Bullet$160.9K⚡Funding APR
+55.65%
annualized · funding only
⚠Execution Cost
−$45.96
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Aftermath$128.1KBullet$1.48MLoading 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 (−$45.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.