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updated 1:21:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.52%
30d Period Avg−28.03%
LONG Variational · now
−16.12%
30d avg:−29.81%
SHORT Extended · now
+11.40%
30d avg:−57.84%
Entry Spread Now
−0.017%
NeutralL 2.8992 · S 2.8988
24h range −0.26%…+0.23% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 22, 2026 (25d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$170.35
−1.70%
$Avg Daily PnL
−$5.33
−0.0533%
★Best Day
+$15.46
Aug 15
◎Open Interest
Variational$104.9K
Extended$90.9K⚡Funding APR
−19.47%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$0Extended$12.1KLoading 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.