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updated 7:17:37 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.82%
1d Period Avg+27.61%
swing±6.13%
LONG SoDEX · now
+4.54%
1d avg:+5.72%
SHORT Reya · nowLINKRUSDPERP
+30.36%
1d avg:+33.33%
Entry Spread Now
+0.227%
In your favorL 11.2610 · S 11.2866+$22.70 if it converges
24h range −0.11%…+0.41% · median −0.04%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$6.44
−0.06%
$Avg Daily PnL
+$3.78
+0.0378%
★Best Day
+$4.83
Sep 1
◎Open Interest
SoDEX$10.2K
Reya$3.5K⚡Funding APR
+13.79%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
SoDEX$20.8KReya$3.4KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.