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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+10.79%
swing±20.13%
LONG Variational · now
+10.96%
7d avg:−1.04%
SHORT Aster · now
+10.96%
7d avg:+9.75%
Entry Spread Now
−0.293%
Against youL 1.8612 · S 1.8558−$29.30 if it converges
24h range −0.28%…+0.48% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$12.69
+0.13%
$Avg Daily PnL
+$2.96
+0.0296%
★Best Day
+$9.09
Sep 23
◎Open Interest
⚡Funding APR
+10.79%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Loading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.