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updated 2:11:37 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.16%
7d Period Avg+124.13%
LONG Variational · now
−14.20%
7d avg:−113.23%
SHORT Binance Futures · now
+10.96%
7d avg:+10.90%
Entry Spread Now
+0.038%
Eaten by executionL 0.07061 · S 0.07064+$3.81 if it converges
24h range −0.84%…+0.84% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$228.74
+2.29%
$Avg Daily PnL
+$29.84
+0.2984%
★Best Day
+$72.91
Jul 12
◎Open Interest
Variational$3.0K
Binance Futures$2.59M⚡Funding APR
+108.93%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
8.2h
to break even
◧24h Volume
Variational$2.6KBinance Futures$2.51MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.