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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+8.53%
swing±31.68%
LONG Variational · now
+0.00%
3d avg:+12.72%
SHORT Aster · now
+0.00%
3d avg:+21.25%
Entry Spread Now
−0.220%
Against youL 88.4463 · S 88.2513−$22.05 if it converges
24h range −0.34%…+0.50% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$6.59
−0.07%
$Avg Daily PnL
+$2.33
+0.0233%
★Best Day
+$6.30
Sep 26
◎Open Interest
⚡Funding APR
+8.52%
annualized · funding only
⚠Execution Cost
−$13.59
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Loading 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 (−$13.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.