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updated 8:12:05 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.08%
3d Period Avg+27.18%
LONG Extended · now
+11.40%
3d avg:+6.72%
SHORT Reya · nowNEARRUSDPERP
+44.47%
3d avg:+33.90%
Entry Spread Now
+0.022%
Eaten by executionL 1.8563 · S 1.8567+$2.20 if it converges
24h range −0.20%…+0.73% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$3.84
+0.04%
$Avg Daily PnL
+$5.57
+0.0557%
★Best Day
+$8.13
Jul 22
◎Open Interest
Extended$1.06M
Reya$24.6K⚡Funding APR
+20.33%
annualized · funding only
⚠Execution Cost
−$18.44
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Extended$19.62MReya$84.7KLoading 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 (−$18.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.