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Funding Arbitrage Backtester

updated 6:46:41 PM
Size$
R-trip cost
Net Funding APR · Now
+2.19%
3d Avg
LONG Variational
+10.96%
3d:
SHORT Pacifica
+13.15%
3d:
Long pays every4hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.015%/taker0.040%
Loading Funding History
Total PnL
−$141.36
−1.41%
$Avg Daily PnL
+$2.65
+0.0265%
Best Day
+$5.87
May 16
Open Interest
VariationalVariational$733.1K
PacificaPacifica$255.0K
APR
−128.99%
annualized
Execution Cost
−$151.97
entry + exit fees
Payback
1.9mo
to break even
24h Volume
VariationalVariational$36.4K
PacificaPacifica$70.9K
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 (−$151.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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