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updated 7:35:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.70%
3d Period Avg+42.41%
LONG Pacifica · now
+10.96%
3d avg:+2.66%
SHORT Bullet · now
+87.66%
3d avg:+45.07%
Entry Spread Now
−0.002%
NeutralL ask 531.8600 · S bid 531.8500
24h range −0.54%…+0.73% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$11.13
+0.11%
$Avg Daily PnL
+$8.67
+0.0867%
★Best Day
+$16.02
Jul 19
◎Open Interest
⚡Funding APR
+31.65%
annualized · funding only
⚠Execution Cost
−$23.55
entry + exit fees
⏱Payback
2.7d
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 (−$23.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.