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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.51%
7d Period Avg+13.83%
swing±25.41%
LONG Variational · now
+8.45%
7d avg:+9.69%
SHORT Aster · now
+10.96%
7d avg:+23.52%
Entry Spread Now
+0.016%
NeutralL 0.004333 · S 0.004334
24h range −0.16%…+0.52% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$18.49
+0.18%
$Avg Daily PnL
+$3.78
+0.0378%
★Best Day
+$10.50
Sep 22
◎Open Interest
Variational$524.1K
Aster$836.5K⚡Funding APR
+13.81%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Variational$369.4KAster$1.03MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.