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updated 9:02:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.08%
3d Period Avg+8.69%
LONG N1 · now
−18.85%
3d avg:+1.31%
SHORT Perpl · now
+12.23%
3d avg:+10.00%
Entry Spread Now
−0.200%
Against youL ask 474.0900 · S bid 473.1400−$20.04 at entry
24h range −1.09%…+1.31% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$233.54
−2.34%
$Avg Daily PnL
+$1.39
+0.0139%
★Best Day
+$2.26
Aug 2
◎Open Interest
N1$6.4K
Perpl$118.7K⚡Funding APR
+5.06%
annualized · funding only
⚠Execution Cost
−$239.09
entry + exit fees
⏱Payback
5.7mo
to break even
◧24h Volume
N1$3.6KPerpl$318.3KLoading 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 (−$239.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.