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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 ~7.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.51%
7d Period Avg+21.26%
swing±10.61%
LONG Variational · now
−4.55%
7d avg:−10.78%
SHORT Aster · now
+10.96%
7d avg:+10.48%
Entry Spread Now
+0.002%
NeutralL ask 10.8118 · S bid 10.8120
24h range −1.10%…+0.51% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$10.59
+0.11%
$Avg Daily PnL
+$5.82
+0.0582%
★Best Day
+$7.78
Sep 23
◎Open Interest
Variational$2.84M
Aster$2.34M⚡Funding APR
+21.25%
annualized · funding only
⚠Execution Cost
−$30.16
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
Variational$2.35MAster$1.35MLoading 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 (−$30.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.