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updated 8:04:25 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
+26.39%
3d Period Avg+40.56%
LONG NADO · nowLTC-PERP
+4.70%
3d avg:−8.03%
SHORT Reya · nowLTCRUSDPERP
+31.09%
3d avg:+32.53%
Entry Spread Now
−0.097%
Against youL 44.4450 · S 44.4018−$9.72 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
+$20.31
+0.20%
$Avg Daily PnL
+$8.33
+0.0833%
★Best Day
+$12.31
Aug 15
◎Open Interest
NADO$270.8K
Reya$4.1K⚡Funding APR
+30.40%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
NADO$40.4KReya$1.1KLoading 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.