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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+94.95%
30d Period Avg+35.80%
swing±19.47%
LONG TxFlow · now
−24.34%
30d avg:−5.87%
SHORT Reya · nowAPTRUSDPERP
+70.61%
30d avg:+29.93%
Entry Spread Now
+0.020%
Eaten by executionL 0.7515 · S 0.7517+$2.04 if it converges
24h range −0.24%…+0.83% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$279.01
+2.79%
$Avg Daily PnL
+$9.80
+0.0980%
★Best Day
+$17.96
Sep 23
◎Open Interest
TxFlow$4.9K
Reya$2.8K⚡Funding APR
+35.77%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$256.8KReya$0Loading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.