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updated 3:52:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+172.57%
3d Period Avg+120.17%
LONG Variational · now
−149.50%
3d avg:−93.28%
SHORT Reya · nowPOPCATRUSDPERP
+23.07%
3d avg:+26.89%
Entry Spread Now
+0.002%
NeutralL 0.04332 · S 0.04332
24h range −0.78%…+0.77% · median +0.05%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$92.70
+0.93%
$Avg Daily PnL
+$24.68
+0.2468%
★Best Day
+$36.85
Jul 15
◎Open Interest
⚡Funding APR
+90.07%
annualized · funding only
⚠Execution Cost
−$6.00
entry + exit fees
⏱Payback
5.8h
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 (−$6.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.