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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 ~41d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.44%
3d Period Avg+5.72%
swing±11.57%
LONG Variational · now
+10.96%
3d avg:+8.84%
SHORT Extended · now
+11.40%
3d avg:+14.56%
Entry Spread Now
−0.145%
Against youL 539.6685 · S 538.8873−$14.48 if it converges
24h range −0.47%…+0.69% · median +0.04%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$0.42
+0.00%
$Avg Daily PnL
+$1.53
+0.0153%
★Best Day
+$2.86
Sep 30
◎Open Interest
Variational$4.37M
Extended$1.29M⚡Funding APR
+5.57%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Variational$442.7KExtended$1.90MLoading 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 (−$5.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.