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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 ~2.2d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+88.34%
3d Period Avg+75.15%
swing±88.11%
LONG Aftermath · now
−0.68%
3d avg:+2.82%
SHORT Bullet · now
+87.66%
3d avg:+77.97%
Entry Spread Now
−0.122%
Against youL ask 1,284.59 · S bid 1,283.03−$12.18 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
+$8.17
+0.08%
$Avg Daily PnL
+$20.87
+0.2087%
★Best Day
+$28.57
Oct 29
◎Open Interest
Aftermath$34.6K
Bullet$180.0K⚡Funding APR
+76.17%
annualized · funding only
⚠Execution Cost
−$54.44
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Aftermath$132.2KBullet$1.40MLoading 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 (−$54.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.