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updated 3:39:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.74%
3d Period Avg+41.64%
LONG Variational · now
−11.11%
3d avg:−8.34%
SHORT Reya · nowOPRUSDPERP
+33.64%
3d avg:+33.30%
Entry Spread Now
+0.057%
In your favorL 0.08113 · S 0.08117+$5.67 if it converges
24h range −0.73%…+0.26% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$29.10
+0.29%
$Avg Daily PnL
+$8.78
+0.0878%
★Best Day
+$11.48
Aug 16
◎Open Interest
Variational$190.0K
Reya$1.6K⚡Funding APR
+32.03%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
Variational$42.7KReya$0Loading 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 (−$6.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.