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Funding Arbitrage Backtester

updated 6:48:01 PM
Size$
R-trip cost
Net Funding APR · Now
−23.01%
3d Avg
LONG Variational
+10.96%
3d:
SHORT MEXC
−12.05%
3d:
Long pays every4hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.010%
Loading Funding History
Total PnL
−$7.79
−0.08%
$Avg Daily PnL
−$1.45
−0.0145%
Best Day
+$0.50
May 15
Open Interest
VariationalVariational$22.9K
MEXCMEXC$1.5K
APR
−7.11%
annualized
Execution Cost
−$2.00
entry + exit fees
Payback
never
to break even
24h Volume
VariationalVariational$15.9K
MEXCMEXC$384.7K
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 (−$2.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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