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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.15%
30d Period Avg+3.00%
swing±11.66%
LONG Variational · now
−37.01%
30d avg:+5.40%
SHORT Bitunix · now
+23.14%
30d avg:+8.40%
Entry Spread Now
−0.167%
Against youL 6.7543 · S 6.7430−$16.66 if it converges
24h range −0.45%…+0.86% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$12.57
+0.13%
$Avg Daily PnL
+$0.82
+0.0082%
★Best Day
+$7.07
Sep 23
◎Open Interest
⚡Funding APR
+2.99%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
14.7d
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.