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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 ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1813.50%
3d Period Avg+92.55%
swing±26.14%
LONG Variational · now
−7.71%
3d avg:+3.91%
SHORT Coinbase International · nowWIF-PERP
+1805.80%
3d avg:+96.46%
Entry Spread Now
+5.020%
In your favorL 0.2490 · S 0.2615+$502.01 if it converges
24h range −0.02%…+9.78% · median +4.85%
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
+$55.25
+0.55%
$Avg Daily PnL
+$21.08
+0.2108%
★Best Day
+$25.27
Sep 29
◎Open Interest
Variational$101.0K
Coinbase International$352.2K⚡Funding APR
+76.96%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
9.1h
to break even
◧24h Volume
Variational$16.1KCoinbase International$41.2KLoading 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.