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updated —DRAM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.16%
3d Period Avg+5.55%
swing±14.28%
LONG Variational · now
+0.00%
3d avg:+5.04%
SHORT Arcus · now
+4.16%
3d avg:+10.59%
Entry Spread Now
−0.129%
Against youL 41.8538 · S 41.8000−$12.85 if it converges
24h range −0.72%…+0.43% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$2.45
−0.02%
$Avg Daily PnL
+$1.55
+0.0155%
★Best Day
+$2.92
Nov 13
◎Open Interest
Variational$1.35M
Arcus$531.0K⚡Funding APR
+5.65%
annualized · funding only
⚠Execution Cost
−$7.10
entry + exit fees
⏱Payback
4.6d
to break even
◧24h Volume
Variational$628.7KArcus$687.6KLoading 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 (−$7.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.