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updated 5:08:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.71%
30d Period Avg−20.70%
LONG Variational · now
−43.31%
30d avg:−15.21%
SHORT Extended · now
+11.40%
30d avg:−35.91%
Entry Spread Now
−0.157%
Against youL 3.4808 · S 3.4753−$15.67 if it converges
24h range −0.20%…+0.62% · median +0.04%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$174.44
−1.74%
$Avg Daily PnL
−$5.47
−0.0547%
★Best Day
+$16.99
Aug 16
◎Open Interest
Variational$33.8K
Extended$1.4K⚡Funding APR
−19.95%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$10.6KExtended$73.2KLoading 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.