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Funding Arbitrage Backtester

updated 6:06:16 PM
Size$
R-trip cost
Net Funding APR · Now
+4.04%
3d Avg
LONG Variational
+7.36%
3d:
SHORT Extended
+11.40%
3d:
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
−$3.63
−0.04%
$Avg Daily PnL
+$1.09
+0.0109%
Best Day
+$4.45
May 18
Open Interest
VariationalVariational$19.3K
ExtendedExtended$127.4K
APR
−3.31%
annualized
Execution Cost
−$8.00
entry + exit fees
Payback
7.3d
to break even
24h Volume
VariationalVariational$9.2K
ExtendedExtended$481.4K
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.
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