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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.36%
30d Period Avg+36.06%
swing±23.48%
LONG Polymarket · now
−59.45%
30d avg:−1.25%
SHORT Reya · nowLINKRUSDPERP
+55.91%
30d avg:+34.81%
Entry Spread Now
+0.050%
Eaten by executionL 12.3450 · S 12.3512+$5.04 if it converges
24h range −0.19%…+0.52% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.013%/taker0.040%SHORTmaker0.010%/taker0.030%
Limited funding history — chart clipped to available data
- Polymarket (Long): data starts Sep 10, 2026 (13d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 44%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$234.16
+2.34%
$Avg Daily PnL
+$8.27
+0.0827%
★Best Day
+$19.71
Sep 17
◎Open Interest
Polymarket$72.5K
Reya$3.1K⚡Funding APR
+30.19%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Polymarket—Reya$0Loading 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.