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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 ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.05%
7d Period Avg+24.95%
swing±9.24%
LONG Variational · now
−16.09%
7d avg:−14.01%
SHORT Bullpen · now
+10.96%
7d avg:+10.94%
Entry Spread Now
+0.090%
In your favorL ask 0.7795 · S bid 0.7802+$8.98 at entry
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
+$17.23
+0.17%
$Avg Daily PnL
+$6.85
+0.0685%
★Best Day
+$8.19
Oct 1
◎Open Interest
Variational$640.8K
Bullpen$2.32M⚡Funding APR
+25.02%
annualized · funding only
⚠Execution Cost
−$30.75
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
Variational$88.1KBullpen$2.66MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$30.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.