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updated 1:16:48 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
+46.81%
30d Period Avg+41.23%
LONG Variational · now
−13.43%
30d avg:−4.98%
SHORT Reya · nowOPRUSDPERP
+33.39%
30d avg:+36.25%
Entry Spread Now
−0.006%
NeutralL 0.08388 · S 0.08387
24h range −0.38%…+0.19% · median −0.00%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$331.10
+3.31%
$Avg Daily PnL
+$10.87
+0.1087%
★Best Day
+$23.98
Jul 28
◎Open Interest
Variational$197.5K
Reya$1.6K⚡Funding APR
+39.69%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
13.2h
to break even
◧24h Volume
Variational$33.5KReya$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.