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updated 9:29:31 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.92%
1d Period Avg+26.28%
LONG Variational · now
−9.96%
1d avg:−2.46%
SHORT TxFlow · now
+10.96%
1d avg:+23.82%
Entry Spread Now
−0.019%
Against youL ask 9.4999 · S bid 9.4980−$1.95 at entry
24h range −0.21%…+0.44% · median +0.01%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$22.61
−0.23%
$Avg Daily PnL
+$3.80
+0.0380%
★Best Day
+$6.99
Aug 17
◎Open Interest
Variational$2.31M
TxFlow$13.8K⚡Funding APR
+13.87%
annualized · funding only
⚠Execution Cost
−$30.21
entry + exit fees
⏱Payback
8.0d
to break even
◧24h Volume
Variational$480.5KTxFlow$121.8KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$30.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.