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updated 2:27:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.20%
3d Period Avg+27.20%
LONG Variational · now
−20.56%
3d avg:−24.33%
SHORT Extended · now
+9.64%
3d avg:+2.87%
Entry Spread Now
+0.018%
NeutralL 2.8993 · S 2.8998
24h range −0.26%…+0.28% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$17.70
+0.18%
$Avg Daily PnL
+$5.68
+0.0568%
★Best Day
+$15.46
Aug 15
◎Open Interest
Variational$105.0K
Extended$91.4K⚡Funding APR
+20.72%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
21.1h
to break even
◧24h Volume
Variational$0Extended$22.9KLoading 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 (−$5.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.