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updated 5:02:52 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.13%
30d Period Avg−4.78%
LONG Extended · now
−7.89%
30d avg:+9.33%
SHORT N1 · now
+62.24%
30d avg:+4.55%
Entry Spread Now
+0.190%
In your favorL ask 491.3270 · S bid 492.2600+$18.99 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
−$221.02
−2.21%
$Avg Daily PnL
−$1.27
−0.0127%
★Best Day
+$6.29
Aug 15
◎Open Interest
Extended$1.02M
N1$2.7K⚡Funding APR
−4.65%
annualized · funding only
⚠Execution Cost
−$181.51
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$973.1KN1$721Loading 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 (−$181.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.