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updated 11:26:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.74%
3d Period Avg−0.53%
LONG BitMart · now
+3.19%
3d avg:+6.22%
SHORT Variational · now
+5.93%
3d avg:+5.69%
Entry Spread Now
−0.057%
Against youL ask 1,736.62 · S bid 1,735.63−$5.70 at entry
24h range −0.76%…+0.86% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$12.95
−0.13%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$0.53
Jul 5
◎Open Interest
⚡Funding APR
+0.24%
annualized · funding only
⚠Execution Cost
−$13.21
entry + exit fees
⏱Payback
6.8mo
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 (−$13.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.