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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 ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.37%
7d Period Avg+6.66%
swing±12.92%
LONG Variational · now
−27.63%
7d avg:−5.00%
SHORT Aster · now
−20.26%
7d avg:+1.66%
Entry Spread Now
+0.180%
In your favorL 0.2792 · S 0.2797+$18.00 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
+$4.77
+0.05%
$Avg Daily PnL
+$1.82
+0.0182%
★Best Day
+$4.82
Nov 13
◎Open Interest
⚡Funding APR
+6.66%
annualized · funding only
⚠Execution Cost
−$8.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
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.