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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β49.13%
3d Period Avgβ3.66%
swingΒ±29.28%
LONG Perpl Β· now
+48.93%
3d avg:+8.15%
SHORT Variational Β· now
β0.20%
3d avg:+4.49%
Entry Spread Now
β0.047%
Against youL ask 84,171.9 Β· S bid 84,132.26β$4.71 at entry
24h range β0.18%β¦+0.22% Β· median β0.04%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.088%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$22.61
β0.23%
$Avg Daily PnL
β$3.34
β0.0334%
β
Best Day
β$0.91
Oct 6
βOpen Interest
Perpl$664.5K
Variational$198.74Mβ‘Funding APR
β12.18%
annualized Β· funding only
β Execution Cost
β$12.60
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Perpl$10.45MVariational$504.63MLoading Cumulative PnLβ¦
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 (β$12.60 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.