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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 ~6.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.70%
3d Period Avg+38.10%
swing±28.40%
LONG Variational · now
−1.75%
3d avg:−6.63%
SHORT Aster · now
+10.96%
3d avg:+31.47%
Entry Spread Now
+0.216%
In your favorL 70.5458 · S 70.6980+$21.58 if it converges
24h range −0.23%…+0.43% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$9.72
+0.10%
$Avg Daily PnL
+$10.43
+0.1043%
★Best Day
+$18.61
Sep 26
◎Open Interest
⚡Funding APR
+38.07%
annualized · funding only
⚠Execution Cost
−$21.57
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Loading 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 (−$21.57 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.