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updated 7:20:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.00%
LONG Extended · now
+0.00%
3d avg:+0.00%
SHORT Variational · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.146%
In your favorL 18.7615 · S 18.7889+$14.61 if it converges
24h range −0.30%…+0.44% · median +0.01%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$10.34
−0.10%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.00
Aug 14
◎Open Interest
Extended$170.3K
Variational$152.4K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$10.34
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$1.40MVariational$89.1KLoading 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 (−$10.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.