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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.88%
3d Period Avg+13.76%
swing±13.62%
LONG Variational · now
−27.36%
3d avg:−3.24%
SHORT Lighter · now
+10.52%
3d avg:+10.52%
Entry Spread Now
−0.048%
Against youL 2.3556 · S 2.3545−$4.84 if it converges
24h range −0.35%…+0.70% · median +0.16%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$11.86
+0.12%
$Avg Daily PnL
+$3.95
+0.0395%
★Best Day
+$4.91
Sep 29
◎Open Interest
⚡Funding APR
+14.42%
annualized · funding only
⚠Execution Cost
+$0.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (+$0.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.