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updated 4:52:04 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.49%
3d Period Avg+41.40%
swing±9.46%
LONG TxFlow · now
+4.28%
3d avg:−7.67%
SHORT Reya · nowLINKRUSDPERP
+36.76%
3d avg:+33.73%
Entry Spread Now
−0.016%
NeutralL 11.5220 · S 11.5202
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
+$19.00
+0.19%
$Avg Daily PnL
+$8.50
+0.0850%
★Best Day
+$12.39
Sep 13
◎Open Interest
TxFlow$21.4K
Reya$2.9K⚡Funding APR
+31.03%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
TxFlow$188.7KReya$16.9KLoading 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.