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updated 10:32:54 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
+63.14%
3d Period Avg+43.02%
swing±17.04%
LONG TxFlow · now
−33.45%
3d avg:−20.28%
SHORT Reya · nowNEARRUSDPERP
+29.68%
3d avg:+22.74%
Entry Spread Now
+0.043%
Eaten by executionL 2.8150 · S 2.8162+$4.25 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
+$15.49
+0.15%
$Avg Daily PnL
+$8.83
+0.0883%
★Best Day
+$11.95
Sep 15
◎Open Interest
TxFlow$546.9K
Reya$552⚡Funding APR
+32.24%
annualized · funding only
⚠Execution Cost
−$19.84
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
TxFlow$662.4KReya$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 (−$19.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.