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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 ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.56%
3d Period Avg+38.31%
swing±18.76%
LONG TxFlow · now
−44.60%
3d avg:−32.29%
SHORT Variational · now
+10.96%
3d avg:+6.02%
Entry Spread Now
−0.014%
NeutralL 0.7274 · S 0.7273
24h range −0.79%…+0.77% · median +0.02%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$14.18
+0.14%
$Avg Daily PnL
+$9.74
+0.0974%
★Best Day
+$10.43
Sep 30
◎Open Interest
TxFlow$175.6K
Variational$1.47M⚡Funding APR
+35.55%
annualized · funding only
⚠Execution Cost
−$15.04
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$234.3KVariational$806.3KLoading 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 (−$15.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.