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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.31%
3d Period Avg+23.61%
swing±35.33%
LONG Variational · now
−46.88%
3d avg:−19.77%
SHORT LBank · now
+9.42%
3d avg:+3.84%
Entry Spread Now
+0.223%
In your favorL 0.3145 · S 0.3152+$22.26 if it converges
24h range −0.87%…+0.38% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.38
+0.07%
$Avg Daily PnL
+$6.46
+0.0646%
★Best Day
+$9.85
Oct 14
◎Open Interest
Variational$6.5K
LBank—⚡Funding APR
+23.58%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$7.2KLBank$7.67MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.