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updated —WLD Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.58%
3d Period Avg+8.92%
swing±14.45%
LONG Variational · now
−27.08%
3d avg:−8.94%
SHORT Aster · now
−19.50%
3d avg:−0.02%
Entry Spread Now
+0.072%
In your favorL 0.2794 · S 0.2796+$7.16 if it converges
24h range −0.34%…+0.58% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$0.67
−0.01%
$Avg Daily PnL
+$2.44
+0.0244%
★Best Day
+$4.82
Nov 13
◎Open Interest
Variational$1.27M
Aster$669.5K⚡Funding APR
+8.92%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Variational$370.5KAster$395.6KLoading 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.