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updated 10:33:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.78%
30d Period Avg+148.49%
LONG Variational · now
−21.71%
30d avg:−94.87%
SHORT BloFin · now
+51.08%
30d avg:+53.62%
Entry Spread Now
+0.056%
Eaten by executionL 0.01774 · S 0.01775+$5.64 if it converges
24h range −0.39%…+0.50% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 3%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$129.61
+1.30%
$Avg Daily PnL
+$4.57
+0.0457%
★Best Day
+$28.89
Aug 15
◎Open Interest
Variational$27.6K
BloFin$143.9K⚡Funding APR
+16.67%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Variational$19.9KBloFin$8.9KLoading 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.