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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 ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.06%
30d Period Avg+33.64%
swing±47.99%
LONG Variational · now
−5.24%
30d avg:+4.25%
SHORT Aftermath · now
+45.82%
30d avg:+37.89%
Entry Spread Now
+0.296%
In your favorL 9.0219 · S 9.0486+$29.62 if it converges
24h range −0.54%…+0.84% · median +0.14%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$239.00
+2.39%
$Avg Daily PnL
+$9.26
+0.0926%
★Best Day
+$32.88
Sep 18
◎Open Interest
Variational$4.18M
Aftermath$1.2K⚡Funding APR
+33.79%
annualized · funding only
⚠Execution Cost
−$38.74
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Variational$1.68MAftermath$76.7KLoading 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 (−$38.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.