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updated 9:38:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+2.32%
LONG Variational · now
+0.00%
3d avg:−6.20%
SHORT Aster · now
+0.00%
3d avg:−3.88%
Entry Spread Now
+0.053%
In your favorL ask 185.4620 · S bid 185.5600+$5.28 at entry
24h range −0.17%…+0.31% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$34.50
−0.34%
$Avg Daily PnL
+$1.40
+0.0140%
★Best Day
+$3.67
Aug 14
◎Open Interest
Variational$2.14M
Aster$337.4K⚡Funding APR
+5.09%
annualized · funding only
⚠Execution Cost
−$40.08
entry + exit fees
⏱Payback
28.7d
to break even
◧24h Volume
Variational$2.50MAster$32.2KLoading Cumulative PnL…
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 (−$40.08 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.