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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.65%
3d Period Avg+30.77%
swing±10.38%
LONG Variational · now
−0.54%
3d avg:−9.21%
SHORT BloFin · now
+24.11%
3d avg:+21.56%
Entry Spread Now
−0.420%
Against youL 0.8697 · S 0.8660−$41.97 if it converges
24h range −0.53%…+0.37% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$13.28
+0.13%
$Avg Daily PnL
+$8.43
+0.0843%
★Best Day
+$11.46
Sep 26
◎Open Interest
Variational$570.3K
BloFin$1.45M⚡Funding APR
+30.76%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Variational$216.7KBloFin$298.8KLoading 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.