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updated 10:31:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.12%
3d Period Avg+13.05%
LONG Variational · now
−9.59%
3d avg:−2.91%
SHORT TxFlow · now
+57.53%
3d avg:+10.14%
Entry Spread Now
+0.331%
In your favorL 9.4707 · S 9.5020+$33.07 if it converges
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
+$2.40
+0.02%
$Avg Daily PnL
+$2.85
+0.0285%
★Best Day
+$7.32
Aug 17
◎Open Interest
Variational$2.32M
TxFlow$16.9K⚡Funding APR
+10.40%
annualized · funding only
⚠Execution Cost
−$9.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Variational$523.9KTxFlow$121.7KLoading 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 (−$9.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.