← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.40%
7d Period Avg+11.74%
swing±6.53%
LONG Variational · now
−0.29%
7d avg:+9.51%
SHORT BloFin · now
+24.11%
7d avg:+21.25%
Entry Spread Now
+0.020%
Eaten by executionL 0.2488 · S 0.2489+$2.01 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
+$2.47
+0.02%
$Avg Daily PnL
+$3.22
+0.0322%
★Best Day
+$3.78
Sep 26
◎Open Interest
Variational$3.03M
BloFin$4.53M⚡Funding APR
+11.74%
annualized · funding only
⚠Execution Cost
−$20.04
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Variational$250.6KBloFin$3.02MLoading 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 (−$20.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.