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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 ~14d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.31%
7d Period Avg+7.26%
swing±22.11%
LONG Variational · now
+10.96%
7d avg:+14.51%
SHORT Extended · now
+12.27%
7d avg:+21.77%
Entry Spread Now
+0.135%
In your favorL 541.5545 · S 542.2834+$13.46 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
+$8.68
+0.09%
$Avg Daily PnL
+$1.95
+0.0195%
★Best Day
+$5.37
Sep 26
◎Open Interest
Variational$4.40M
Extended$1.29M⚡Funding APR
+7.13%
annualized · funding only
⚠Execution Cost
−$5.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Variational$474.4KExtended$2.01MLoading 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.