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updated 6:14:36 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.17%
3d Period Avg+50.76%
LONG Variational · now
−33.77%
3d avg:−43.55%
SHORT Extended · now
+11.40%
3d avg:+7.21%
Entry Spread Now
−0.055%
Against youL 3.4450 · S 3.4431−$5.50 if it converges
24h range −0.48%…+0.62% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$36.74
+0.37%
$Avg Daily PnL
+$10.43
+0.1043%
★Best Day
+$16.99
Aug 16
◎Open Interest
Variational$33.5K
Extended$1.4K⚡Funding APR
+38.08%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
11.5h
to break even
◧24h Volume
Variational$10.6KExtended$78.4KLoading 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 (−$5.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.