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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 ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.61%
3d Period Avg+27.85%
swing±5.50%
LONG Variational · now
−16.65%
3d avg:−17.24%
SHORT Bullpen · now
+10.96%
3d avg:+10.61%
Entry Spread Now
+0.038%
Eaten by executionL 0.7794 · S 0.7797+$3.85 if it converges
24h range −0.47%…+0.76% · median +0.09%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$3.11
+0.03%
$Avg Daily PnL
+$7.61
+0.0761%
★Best Day
+$8.19
Oct 1
◎Open Interest
Variational$640.9K
Bullpen$2.31M⚡Funding APR
+27.78%
annualized · funding only
⚠Execution Cost
−$19.72
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Variational$91.1KBullpen$2.54MLoading 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 (−$19.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.