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updated 6:41:37 PMFunding Arbitrage Backtester
Size$
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
+25.81%
1d Period Avg+39.09%
LONG NADO · nowLTC-PERP
+5.46%
1d avg:−6.58%
SHORT Reya · nowLTCRUSDPERP
+31.28%
1d avg:+32.51%
Entry Spread Now
−0.078%
Against youL 44.5750 · S 44.5403−$7.79 if it converges
24h range −0.15%…+0.02% · median −0.09%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.035%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$2.30
−0.02%
$Avg Daily PnL
+$5.35
+0.0535%
★Best Day
+$8.61
Aug 17
◎Open Interest
NADO$278.9K
Reya$3.9K⚡Funding APR
+19.53%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
NADO$35.8KReya$743Loading 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 (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.