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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β21.48%
7d Period Avgβ2.33%
swingΒ±8.93%
LONG edgeX V2 Β· now
+10.96%
7d avg:+10.96%
SHORT Extended Β· now
β10.52%
7d avg:+8.63%
Entry Spread Now
β0.053%
Against youL ask 1,354.6 Β· S bid 1,353.88β$5.29 at entry
24h range β0.58%β¦+0.54% Β· median +0.04%
Long pays every4hShort pays every1h
LONGmaker0.018%/taker0.038%SHORTmaker0%/taker0.025%
Loading Funding Historyβ¦
βTotal PnL
β$20.44
β0.20%
$Avg Daily PnL
β$0.63
β0.0063%
β
Best Day
+$0.26
Oct 14
βOpen Interest
edgeX V2$644.1K
Extended$1.33Mβ‘Funding APR
β2.29%
annualized Β· funding only
β Execution Cost
β$16.05
entry + exit fees
β±Payback
never
to break even
β§24h Volume
edgeX V2$8.46MExtended$4.81MLoading Cumulative PnLβ¦
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 (β$16.05 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.