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updated 9:29:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.67%
1d Period Avg+43.55%
LONG Reya · nowSUIRUSDPERP
−17.86%
1d avg:−19.01%
SHORT N1 · now
+29.80%
1d avg:+24.54%
Entry Spread Now
+0.088%
Eaten by executionL 0.6752 · S 0.6758+$8.81 if it converges
24h range −0.07%…+0.16% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.38
−0.17%
$Avg Daily PnL
+$5.96
+0.0596%
★Best Day
+$11.00
Aug 17
◎Open Interest
Reya$7.3K
N1$6.1K⚡Funding APR
+21.76%
annualized · funding only
⚠Execution Cost
−$29.30
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
Reya$6.2KN1$1.2KLoading 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 (−$29.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.