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Funding Arbitrage Backtester

updated 6:46:56 PM
Size$
R-trip cost
Net Funding APR · Now
−5.48%
3d Avg
LONG Variational
+10.96%
3d:
SHORT HTX
+5.48%
3d:
Long pays every4hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History
Total PnL
−$5.18
−0.05%
$Avg Daily PnL
+$1.20
+0.0120%
Best Day
+$3.80
May 15
Open Interest
VariationalVariational$42.8K
HTXHTX$224.4K
APR
−4.73%
annualized
Execution Cost
−$10.00
entry + exit fees
Payback
8.3d
to break even
24h Volume
VariationalVariational$3.0K
HTXHTX$35.1K
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 (−$10.00 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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