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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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.54%
30d Period Avg+10.80%
swing±30.78%
LONG WEEX · now
−8.53%
30d avg:+6.27%
SHORT Aftermath · now
+23.01%
30d avg:+17.07%
Entry Spread Now
−0.104%
Eaten by executionL 41.9050 · S 41.8612−$10.44 if it converges
24h range −0.76%…+0.47% · median −0.13%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$64.32
+0.64%
$Avg Daily PnL
+$2.98
+0.0298%
★Best Day
+$13.50
Nov 9
◎Open Interest
⚡Funding APR
+10.87%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
8.4d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.