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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 ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.95%
7d Period Avg+33.95%
swing±41.11%
LONG Variational · now
+0.00%
7d avg:+0.89%
SHORT Arcus · now
+52.95%
7d avg:+34.84%
Entry Spread Now
−0.392%
Against youL 111.5370 · S 111.1000−$39.18 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
+$53.06
+0.53%
$Avg Daily PnL
+$9.35
+0.0935%
★Best Day
+$18.12
Sep 25
◎Open Interest
Variational$1.82M
Arcus$1.49M⚡Funding APR
+34.11%
annualized · funding only
⚠Execution Cost
−$12.36
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$797.2KArcus$4.32MLoading 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 (−$12.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.