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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.03%
3d Period Avg+11.80%
swing±7.74%
LONG Variational · now
−2.93%
3d avg:+9.41%
SHORT BloFin · now
+24.11%
3d avg:+21.21%
Entry Spread Now
−0.222%
Against youL 0.2478 · S 0.2473−$22.19 if it converges
24h range −0.50%…+0.43% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.40
−0.10%
$Avg Daily PnL
+$3.23
+0.0323%
★Best Day
+$3.60
Sep 29
◎Open Interest
Variational$3.01M
BloFin$4.49M⚡Funding APR
+11.79%
annualized · funding only
⚠Execution Cost
−$20.09
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Variational$248.5KBloFin$2.76MLoading 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 (−$20.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.