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updated —AERO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.96%
3d Period Avg+25.37%
swing±37.32%
LONG Variational · now
+10.96%
3d avg:−1.12%
SHORT BloFin · now
+33.92%
3d avg:+24.25%
Entry Spread Now
+0.098%
In your favorL 0.4572 · S 0.4577+$9.84 if it converges
24h range −0.87%…+0.93% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$9.34
+0.09%
$Avg Daily PnL
+$7.11
+0.0711%
★Best Day
+$8.72
Nov 13
◎Open Interest
Variational$1.43M
BloFin$915.0K⚡Funding APR
+25.97%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Variational$723.9KBloFin$531.5KLoading 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.