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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.51%
3d Period Avg+26.76%
swing±37.60%
LONG TxFlow · nowUSDJPY
−56.99%
3d avg:−21.24%
SHORT Ondo · nowUSDJPY-USD.P
+5.52%
3d avg:+5.52%
Entry Spread Now
+0.134%
In your favorL 157.7750 · S 157.9865+$13.41 if it converges
24h range +0.07%…+0.30% · median +0.18%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
+$5.98
+0.06%
$Avg Daily PnL
+$7.33
+0.0733%
★Best Day
+$13.84
Oct 1
◎Open Interest
TxFlow$27.6K
Ondo$49.5K⚡Funding APR
+26.75%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
TxFlow$137.8KOndo$8.5KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.