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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 ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.96%
7d Period Avg+34.60%
swing±11.83%
LONG Variational · now
−2.85%
7d avg:−13.67%
SHORT BloFin · now
+24.11%
7d avg:+20.93%
Entry Spread Now
+0.098%
In your favorL 0.8649 · S 0.8658+$9.83 if it converges
24h range −0.53%…+0.37% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$54.30
+0.54%
$Avg Daily PnL
+$9.47
+0.0947%
★Best Day
+$11.64
Sep 23
◎Open Interest
Variational$562.4K
BloFin$1.45M⚡Funding APR
+34.57%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$208.6KBloFin$292.8KLoading 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.