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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
+22.97%
7d Period Avg+28.79%
swing±74.90%
LONG Variational · now
+10.96%
7d avg:+7.76%
SHORT BloFin · now
+33.93%
7d avg:+36.55%
Entry Spread Now
+0.328%
In your favorL 0.4574 · S 0.4589+$32.79 if it converges
24h range −0.87%…+0.96% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$43.67
+0.44%
$Avg Daily PnL
+$7.95
+0.0795%
★Best Day
+$27.17
Nov 8
◎Open Interest
Variational$1.42M
BloFin$922.7K⚡Funding APR
+29.03%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Variational$728.5KBloFin$537.2KLoading 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.