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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.97%
3d Period Avg+17.61%
swing±8.88%
LONG Variational · now
−5.98%
3d avg:+0.06%
SHORT BloFin · now
+20.99%
3d avg:+17.67%
Entry Spread Now
+0.095%
In your favorL 163.3650 · S 163.5200+$9.49 if it converges
24h range −0.42%…+0.62% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.23
+0.00%
$Avg Daily PnL
+$4.82
+0.0482%
★Best Day
+$5.57
Sep 30
◎Open Interest
⚡Funding APR
+17.59%
annualized · funding only
⚠Execution Cost
−$14.69
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
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 (−$14.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.