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updated 3:33:48 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.98%
1d Period Avg+45.91%
swing±9.00%
LONG TxFlow · now
−5.24%
1d avg:−8.71%
SHORT Reya · nowLINKRUSDPERP
+36.73%
1d avg:+37.20%
Entry Spread Now
−0.029%
Eaten by executionL 11.4150 · S 11.4117−$2.93 if it converges
24h range −0.06%…+0.17% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$2.43
−0.02%
$Avg Daily PnL
+$6.28
+0.0628%
★Best Day
+$8.01
Sep 14
◎Open Interest
TxFlow$20.8K
Reya$3.2K⚡Funding APR
+22.94%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
TxFlow$184.0KReya$23.2KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.