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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~15d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+4.29%
3d Period Avgβ6.51%
swingΒ±8.40%
LONG SoDEX Β· now
+6.06%
3d avg:+3.26%
SHORT Ondo Β· nowETH-USD.P
+10.34%
3d avg:β3.25%
Entry Spread Now
β0.119%
Against youL ask 2,526.8 Β· S bid 2,523.8β$11.87 at entry
24h range β0.27%β¦+0.00% Β· median β0.11%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.015%/taker0.035%
Loading Funding Historyβ¦
βTotal PnL
β$23.36
β0.23%
$Avg Daily PnL
β$1.78
β0.0178%
β
Best Day
β$0.65
Oct 8
βOpen Interest
SoDEX$62.96M
Ondo$2.47Mβ‘Funding APR
β6.51%
annualized Β· funding only
β Execution Cost
β$18.01
entry + exit fees
β±Payback
never
to break even
β§24h Volume
SoDEX$75.09MOndo$3.21MLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (β$18.01 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.