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updated 8:53:44 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.84%
3d Period Avg+33.74%
swing±7.77%
LONG SoDEX · now
+0.96%
3d avg:+0.07%
SHORT Reya · nowLINKRUSDPERP
+29.80%
3d avg:+33.81%
Entry Spread Now
−0.035%
Eaten by executionL 11.0940 · S 11.0901−$3.52 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
+$13.72
+0.14%
$Avg Daily PnL
+$6.93
+0.0693%
★Best Day
+$10.52
Aug 31
◎Open Interest
SoDEX$10.0K
Reya$3.4K⚡Funding APR
+25.29%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
SoDEX$17.8KReya$3.0KLoading 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.