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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
βSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β0.67%
7d Period Avgβ4.33%
swingΒ±33.66%
LONG Perpl Β· now
+0.00%
7d avg:+11.07%
SHORT Variational Β· now
β0.67%
7d avg:+6.74%
Entry Spread Now
β0.005%
Against youL ask 84,074.5 Β· S bid 84,070.15β$0.52 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$27.73
β0.28%
$Avg Daily PnL
β$2.21
β0.0221%
β
Best Day
+$1.00
Oct 1
βOpen Interest
Perpl$665.6K
Variational$202.75Mβ‘Funding APR
β8.08%
annualized Β· funding only
β Execution Cost
β$12.24
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Perpl$10.06MVariational$498.13MLoading 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$12.24 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.