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Funding Arbitrage Backtester

updated 6:58:41 PM
Size$
R-trip cost
Net Funding APR · Now
+20.00%
3d Avg
LONG Variational
−8.60%
3d:
SHORT Extended
+11.40%
3d:
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
−$4.09
−0.04%
$Avg Daily PnL
+$0.98
+0.0098%
Best Day
+$3.80
May 18
Open Interest
VariationalVariational$497.8K
ExtendedExtended$43.3K
APR
−3.73%
annualized
Execution Cost
−$8.00
entry + exit fees
Payback
8.2d
to break even
24h Volume
VariationalVariational$47.8K
ExtendedExtended$21.8K
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 (−$8.00 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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