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updated 1:23:22 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.77%
30d Period Avg+43.81%
LONG Reya · nowAAVERUSDPERP
−26.56%
30d avg:−26.96%
SHORT N1 · now
+112.20%
30d avg:+16.85%
Entry Spread Now
+0.182%
In your favorL 86.5724 · S 86.7300+$18.21 if it converges
24h range −1.07%…+1.40% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$343.23
+3.43%
$Avg Daily PnL
+$11.59
+0.1159%
★Best Day
+$33.05
Aug 12
◎Open Interest
Reya$1.8K
N1$8.0K⚡Funding APR
+42.30%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.4d
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.