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updated 2:33:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.97%
3d Period Avg+94.81%
LONG Reya · nowAAVERUSDPERP
−26.39%
3d avg:−31.99%
SHORT N1 · now
+45.58%
3d avg:+62.82%
Entry Spread Now
+0.205%
In your favorL 86.2531 · S 86.4300+$20.51 if it converges
24h range −1.06%…+1.40% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$61.87
+0.62%
$Avg Daily PnL
+$19.47
+0.1947%
★Best Day
+$28.80
Aug 14
◎Open Interest
Reya$1.8K
N1$8.0K⚡Funding APR
+71.06%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
19.7h
to break even
◧24h Volume
Reya$172N1$33Loading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.