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updated 9:12:42 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.18%
1d Period Avg+47.85%
swing±18.81%
LONG TxFlow · now
−39.46%
1d avg:−18.76%
SHORT Reya · nowNEARRUSDPERP
+29.72%
1d avg:+29.09%
Entry Spread Now
−0.030%
Eaten by executionL 2.7860 · S 2.7852−$3.01 if it converges
24h range −0.32%…+1.04% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$6.81
−0.07%
$Avg Daily PnL
+$6.55
+0.0655%
★Best Day
+$6.68
Sep 16
◎Open Interest
TxFlow$542.5K
Reya$546⚡Funding APR
+23.91%
annualized · funding only
⚠Execution Cost
−$19.91
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
TxFlow$602.4KReya$4.3KLoading 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 (−$19.91 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.