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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 ~5.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.42%
3d Period Avg+19.13%
swing±4.16%
LONG Variational · now
−8.47%
3d avg:−8.17%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.321%
Against youL ask 10.9070 · S bid 10.8720−$32.09 at entry
24h range −1.10%…+0.51% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$15.91
−0.16%
$Avg Daily PnL
+$5.24
+0.0524%
★Best Day
+$5.22
Sep 26
◎Open Interest
Variational$2.88M
Aster$2.36M⚡Funding APR
+19.12%
annualized · funding only
⚠Execution Cost
−$31.62
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
Variational$2.26MAster$1.10MLoading 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 (−$31.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.