← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.25%
3d Period Avg+28.09%
swing±5.84%
LONG Variational · now
+6.00%
3d avg:+8.42%
SHORT BloFin · now
+37.26%
3d avg:+36.51%
Entry Spread Now
−0.055%
Eaten by executionL 0.7239 · S 0.7235−$5.53 if it converges
24h range −0.20%…+0.28% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.82
+0.01%
$Avg Daily PnL
+$7.69
+0.0769%
★Best Day
+$7.85
Sep 26
◎Open Interest
Variational$2.66M
BloFin$3.62M⚡Funding APR
+28.08%
annualized · funding only
⚠Execution Cost
−$22.26
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Variational$457.8KBloFin$955.5KLoading 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 (−$22.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.