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updated 10:33:43 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.57%
3d Period Avg+40.22%
LONG Reya · nowSUIRUSDPERP
−17.64%
3d avg:−17.12%
SHORT N1 · now
+28.93%
3d avg:+23.10%
Entry Spread Now
+0.119%
Eaten by executionL 0.6729 · S 0.6737+$11.93 if it converges
24h range −0.07%…+0.14% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.030%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$2.30
+0.02%
$Avg Daily PnL
+$8.26
+0.0826%
★Best Day
+$11.54
Aug 17
◎Open Interest
Reya$7.2K
N1$6.0K⚡Funding APR
+30.14%
annualized · funding only
⚠Execution Cost
−$30.73
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
Reya$6.2KN1$1.1KLoading 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 (−$30.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.