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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.33%
7d Period Avg+6.09%
swing±15.75%
LONG Variational · now
−43.90%
7d avg:−18.36%
SHORT Pionex · nowTRX_USDT_PERP
−41.56%
7d avg:−12.27%
Entry Spread Now
+0.006%
NeutralL 0.3330 · S 0.3330
24h range −0.19%…+0.15% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.35
+0.01%
$Avg Daily PnL
+$1.67
+0.0167%
★Best Day
+$3.54
Sep 26
◎Open Interest
Variational$545.5K
Pionex$1.97M⚡Funding APR
+6.08%
annualized · funding only
⚠Execution Cost
−$10.32
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Variational$69.4KPionex$590.1KLoading 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 (−$10.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.