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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 ~5.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.42%
7d Period Avg+18.79%
swing±10.78%
LONG Variational · now
−2.51%
7d avg:−8.97%
SHORT Pionex · nowLTC_USDT_PERP
+9.92%
7d avg:+9.82%
Entry Spread Now
−0.019%
Against youL ask 70.9035 · S bid 70.8900−$1.90 at entry
24h range −0.29%…+0.36% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$17.08
+0.17%
$Avg Daily PnL
+$5.14
+0.0514%
★Best Day
+$7.14
Sep 23
◎Open Interest
Variational$4.99M
Pionex$643.7K⚡Funding APR
+18.78%
annualized · funding only
⚠Execution Cost
−$18.93
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Variational$1.49MPionex$11.13MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$18.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.