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updated 10:37:40 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.24%
3d Period Avg+46.93%
LONG Variational · now
−9.86%
3d avg:−2.91%
SHORT Reya · nowLINKRUSDPERP
+51.38%
3d avg:+44.02%
Entry Spread Now
−0.022%
Eaten by executionL 9.4715 · S 9.4694−$2.20 if it converges
24h range −0.21%…+0.23% · median −0.00%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$26.75
+0.27%
$Avg Daily PnL
+$9.80
+0.0980%
★Best Day
+$13.89
Aug 17
◎Open Interest
Variational$2.31M
Reya$10.9K⚡Funding APR
+35.79%
annualized · funding only
⚠Execution Cost
−$12.47
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$523.9KReya$5.6KLoading 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 (−$12.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.