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updated —WLFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+8.30%
swing±19.45%
LONG Variational · now
+10.96%
3d avg:−2.39%
SHORT Aster · now
+10.96%
3d avg:+5.91%
Entry Spread Now
+0.105%
Eaten by executionL 0.04743 · S 0.04748+$10.54 if it converges
24h range −0.10%…+0.31% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$18.19
−0.18%
$Avg Daily PnL
+$2.03
+0.0203%
★Best Day
+$6.56
Nov 12
◎Open Interest
Variational$720.9K
Aster$8.69M⚡Funding APR
+7.40%
annualized · funding only
⚠Execution Cost
−$24.28
entry + exit fees
⏱Payback
12.0d
to break even
◧24h Volume
Variational$375.6KAster$1.15MLoading 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 (−$24.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.