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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.73%
30d Period Avg+33.44%
swing±37.93%
LONG Variational · now
−25.62%
30d avg:−20.57%
SHORT BloFin · now
+16.11%
30d avg:+12.87%
Entry Spread Now
+0.108%
In your favorL 0.02320 · S 0.02323+$10.77 if it converges
24h range −0.43%…+0.74% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$262.68
+2.63%
$Avg Daily PnL
+$9.16
+0.0916%
★Best Day
+$25.25
Sep 9
◎Open Interest
⚡Funding APR
+33.42%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Loading 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.