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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 ~18d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.56%
1d Period Avg+31.44%
swing±31.01%
LONG Perpl · now
+0.00%
1d avg:−12.23%
SHORT Coinbase International · nowZEC-PERP
+31.56%
1d avg:+19.21%
Entry Spread Now
−0.092%
Against youL ask 1,584.6 · S bid 1,583.14−$9.21 at entry
24h range −0.11%…+0.28% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
−$149.59
−1.50%
$Avg Daily PnL
+$8.56
+0.0856%
★Best Day
+$8.11
Sep 27
◎Open Interest
Perpl$69.5K
Coinbase International$3.46M⚡Funding APR
+31.24%
annualized · funding only
⚠Execution Cost
−$158.15
entry + exit fees
⏱Payback
18.5d
to break even
◧24h Volume
Perpl$28.4KCoinbase International$7.85MLoading 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 (−$158.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.