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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 ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+134.06%
1d Period Avg+138.14%
swing±33.66%
LONG Variational · now
−2.65%
1d avg:−4.96%
SHORT Aftermath · now
+131.41%
1d avg:+133.18%
Entry Spread Now
+0.103%
In your favorL ask 713.9080 · S bid 714.6463+$10.34 at entry
24h range −0.03%…+0.31% · median +0.16%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$5.21
−0.05%
$Avg Daily PnL
+$38.52
+0.3852%
★Best Day
+$34.73
Oct 17
◎Open Interest
Variational$6.93M
Aftermath$10.1K⚡Funding APR
+140.59%
annualized · funding only
⚠Execution Cost
−$43.73
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Variational$18.31MAftermath$20.4KLoading 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 (−$43.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.