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updated 8:02:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.88%
3d Period Avg+89.59%
LONG Variational · now
−96.27%
3d avg:−107.92%
SHORT LBank · now
−4.38%
3d avg:−18.33%
Entry Spread Now
+0.034%
Eaten by executionL 0.005898 · S 0.005900+$3.39 if it converges
24h range −0.07%…+0.26% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$69.76
+0.70%
$Avg Daily PnL
+$20.44
+0.2044%
★Best Day
+$29.49
Aug 17
◎Open Interest
Variational$184.3K
LBank—⚡Funding APR
+74.60%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
14.2h
to break even
◧24h Volume
Variational$3.2KLBank$1.04MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.