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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 ~6.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.47%
7d Period Avg+29.79%
swing±22.60%
LONG Variational · now
−2.51%
7d avg:−8.97%
SHORT Aster · now
+10.96%
7d avg:+20.82%
Entry Spread Now
+0.092%
Eaten by executionL 70.8947 · S 70.9600+$9.21 if it converges
24h range −0.23%…+0.43% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$34.49
+0.34%
$Avg Daily PnL
+$8.15
+0.0815%
★Best Day
+$18.61
Sep 26
◎Open Interest
Variational$4.99M
Aster$3.24M⚡Funding APR
+29.77%
annualized · funding only
⚠Execution Cost
−$22.59
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$1.49MAster$1.43MLoading 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 (−$22.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.