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updated 6:39:45 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~46d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.74%
1d Period Avg+47.58%
LONG Reya · nowAAVERUSDPERP
−24.42%
1d avg:−25.97%
SHORT N1 · now
+40.32%
1d avg:+21.61%
Entry Spread Now
+0.180%
Eaten by executionL 87.9815 · S 88.1400+$18.02 if it converges
24h range −2.28%…+1.40% · median +0.18%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$796.19
−7.96%
$Avg Daily PnL
+$6.51
+0.0651%
★Best Day
+$7.72
Aug 17
◎Open Interest
Reya$1.8K
N1$8.1K⚡Funding APR
+23.77%
annualized · funding only
⚠Execution Cost
−$809.22
entry + exit fees
⏱Payback
4.1mo
to break even
◧24h Volume
Reya$2.1KN1$1.1KLoading 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 (−$809.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.