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updated 12:35:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+90.49%
3d Period Avg+139.94%
LONG Variational · now
−40.17%
3d avg:−86.28%
SHORT BloFin · now
+50.32%
3d avg:+53.66%
Entry Spread Now
+0.084%
In your favorL 0.01783 · S 0.01784+$8.42 if it converges
24h range −0.39%…+0.79% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 39%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$42.58
+0.43%
$Avg Daily PnL
+$13.64
+0.1364%
★Best Day
+$28.89
Aug 15
◎Open Interest
Variational$27.7K
BloFin$147.0K⚡Funding APR
+49.80%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
21.1h
to break even
◧24h Volume
Variational$19.8KBloFin$9.0KLoading 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.