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Funding Arbitrage Backtester

updated 5:13:03 PM
Size$
R-trip cost
Net Funding APR · Now
+59.13%
30d Avg
LONG Variational
−47.73%
30d:
SHORT Extended
+11.40%
30d:
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.040%
Loading Funding History
Total PnL
−$84.09
−0.84%
$Avg Daily PnL
−$2.45
−0.0245%
Best Day
+$3.67
May 18
Open Interest
VariationalVariational$505.1K
ExtendedExtended$44.0K
APR
−9.90%
annualized
Execution Cost
−$8.00
entry + exit fees
Payback
never
to break even
24h Volume
VariationalVariational$46.9K
ExtendedExtended$14.5K
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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