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updated 11:16:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.59%
1d Period Avg+31.54%
LONG Perpl · now
+0.00%
1d avg:−15.61%
SHORT Reya · nowETHRUSDPERP
+21.59%
1d avg:+15.93%
Entry Spread Now
−0.053%
Eaten by executionL 1,879.25 · S 1,878.25−$5.34 if it converges
24h range −0.10%…−0.02% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$8.46
−0.08%
$Avg Daily PnL
+$3.71
+0.0371%
★Best Day
+$4.18
Aug 16
◎Open Interest
Perpl$1.16M
Reya$2.64M⚡Funding APR
+13.55%
annualized · funding only
⚠Execution Cost
−$15.88
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Perpl$977.7KReya$673.7KLoading 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 (−$15.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.