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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 ~0.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.91%
3d Period Avg+46.58%
swing±43.23%
LONG Variational · now
+0.00%
3d avg:+2.09%
SHORT Arcus · now
+49.91%
3d avg:+48.67%
Entry Spread Now
−0.020%
Eaten by executionL 111.4725 · S 111.4500−$2.02 if it converges
24h range −0.90%…+0.53% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
+$28.94
+0.29%
$Avg Daily PnL
+$12.46
+0.1246%
★Best Day
+$15.79
Sep 29
◎Open Interest
Variational$1.83M
Arcus$1.48M⚡Funding APR
+45.48%
annualized · funding only
⚠Execution Cost
−$8.44
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
Variational$759.1KArcus$3.80MLoading 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 (−$8.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.