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updated 9:03:57 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−16.17%
3d Period Avg−2.94%
LONG Variational · now
−6.71%
3d avg:+3.67%
SHORT Aster · now
−22.88%
3d avg:+0.73%
Entry Spread Now
+0.241%
In your favorL 3.9060 · S 3.9154+$24.09 if it converges
24h range −0.08%…+0.56% · median +0.23%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$11.50
−0.12%
$Avg Daily PnL
−$0.88
−0.0088%
★Best Day
+$1.18
Aug 16
◎Open Interest
Variational$54.2K
Aster$2.0K⚡Funding APR
−3.20%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$7.7KAster$2.1KLoading 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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.