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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 ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.16%
7d Period Avg+13.09%
swing±34.40%
LONG Variational · now
+0.00%
7d avg:−3.33%
SHORT Arcus · now
+4.16%
7d avg:+9.76%
Entry Spread Now
−0.151%
Against youL 41.9034 · S 41.8400−$15.13 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
+$17.69
+0.18%
$Avg Daily PnL
+$3.51
+0.0351%
★Best Day
+$14.61
Nov 8
◎Open Interest
⚡Funding APR
+12.82%
annualized · funding only
⚠Execution Cost
−$6.89
entry + exit fees
⏱Payback
2.0d
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 (−$6.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.