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updated 6:12:03 AMFunding Arbitrage Backtester
Size$
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
+29.80%
3d Period Avg+23.92%
LONG Extended · now
+11.40%
3d avg:+7.88%
SHORT N1 · now
+41.20%
3d avg:+31.80%
Entry Spread Now
+0.174%
In your favorL ask 495.8260 · S bid 496.6900+$17.43 at entry
24h range −1.20%…+0.27% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$130.16
−1.30%
$Avg Daily PnL
+$4.85
+0.0485%
★Best Day
+$6.29
Aug 15
◎Open Interest
Extended$957.2K
N1$2.8K⚡Funding APR
+17.69%
annualized · funding only
⚠Execution Cost
−$149.55
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
Extended$1.07MN1$751Loading 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 (−$149.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.