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updated 7:42:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.84%
1d Period Avg+12.16%
LONG N1 · now
+3.84%
1d avg:+0.70%
SHORT Perpl · now
+0.00%
1d avg:+12.86%
Entry Spread Now
−0.102%
Against youL ask 472.3400 · S bid 471.8600−$10.16 at entry
24h range −1.09%…+1.31% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$225.14
−2.25%
$Avg Daily PnL
+$1.17
+0.0117%
★Best Day
+$1.45
Aug 2
◎Open Interest
⚡Funding APR
+4.26%
annualized · funding only
⚠Execution Cost
−$227.47
entry + exit fees
⏱Payback
6.5mo
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 (−$227.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.