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updated 3:58:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.22%
3d Period Avg+72.78%
LONG Variational · now
−74.88%
3d avg:−110.47%
SHORT Bitunix · now
−21.66%
3d avg:−37.69%
Entry Spread Now
+0.049%
Eaten by executionL 0.04074 · S 0.04076+$4.91 if it converges
24h range −0.18%…+0.36% · median +0.11%
Long pays every8hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.09
−0.13%
$Avg Daily PnL
−$0.27
−0.0027%
★Best Day
+$19.53
Aug 16
◎Open Interest
Variational$781
Bitunix—⚡Funding APR
−0.99%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$291Bitunix$315.6KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.