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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+4.41%
swing±19.10%
LONG Variational · now
+10.96%
7d avg:+17.44%
SHORT Aster · now
+10.96%
7d avg:+21.85%
Entry Spread Now
+0.047%
Eaten by executionL 320.0290 · S 320.1800+$4.72 if it converges
24h range −0.32%…+0.52% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$7.42
−0.07%
$Avg Daily PnL
+$1.21
+0.0121%
★Best Day
+$4.98
Sep 23
◎Open Interest
Variational$6.43M
Aster$1.54M⚡Funding APR
+4.40%
annualized · funding only
⚠Execution Cost
−$15.87
entry + exit fees
⏱Payback
13.2d
to break even
◧24h Volume
Variational$3.64MAster$1.89MLoading 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 (−$15.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.