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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.18%
3d Period Avg+36.51%
swing±18.56%
LONG TxFlow · now
−44.60%
3d avg:−32.29%
SHORT Variational · now
−21.43%
3d avg:+4.22%
Entry Spread Now
+0.028%
Eaten by executionL 0.7058 · S 0.7060+$2.83 if it converges
24h range −0.79%…+0.77% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$14.45
+0.14%
$Avg Daily PnL
+$9.40
+0.0940%
★Best Day
+$10.43
Sep 30
◎Open Interest
TxFlow$169.2K
Variational$1.31M⚡Funding APR
+34.31%
annualized · funding only
⚠Execution Cost
−$13.75
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$239.6KVariational$939.7KLoading 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 (−$13.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.