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updated 9:01:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.63%
3d Period Avg+27.38%
LONG Variational · now
−34.67%
3d avg:−16.42%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.323%
In your favorL 0.2100 · S 0.2107+$32.29 if it converges
24h range −0.27%…+0.76% · median +0.30%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$17.94
+0.18%
$Avg Daily PnL
+$6.48
+0.0648%
★Best Day
+$10.35
Aug 1
◎Open Interest
⚡Funding APR
+23.67%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
1.2d
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 (−$8.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.