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updated 6:58:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
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
⚡APR
−3.73%
annualized
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
8.2d
to break even
◧24h Volume
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.