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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.51%
1d Period Avg+28.36%
swing±2.76%
LONG Variational · now
−2.46%
1d avg:−1.77%
SHORT N1 · now
+28.05%
1d avg:+26.59%
Entry Spread Now
+0.114%
In your favorL 777.0375 · S 777.9200+$11.36 if it converges
24h range +0.01%…+0.37% · median +0.13%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.94
−0.09%
$Avg Daily PnL
+$7.77
+0.0777%
★Best Day
+$7.77
Sep 27
◎Open Interest
Variational$4.54M
N1$27.5K⚡Funding APR
+28.35%
annualized · funding only
⚠Execution Cost
−$16.71
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Variational$4.83MN1$716Loading 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 (−$16.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.