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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 ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.63%
3d Period Avg+32.99%
swing±9.88%
LONG Variational · now
+7.29%
3d avg:−2.63%
SHORT N1 · now
+28.93%
3d avg:+30.36%
Entry Spread Now
+0.028%
Eaten by executionL 778.8525 · S 779.0700+$2.79 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
+$10.44
+0.10%
$Avg Daily PnL
+$9.05
+0.0905%
★Best Day
+$11.56
Sep 25
◎Open Interest
Variational$4.52M
N1$27.5K⚡Funding APR
+33.02%
annualized · funding only
⚠Execution Cost
−$16.70
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$5.21MN1$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 (−$16.70 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.