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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.27%
7d Period Avg+29.95%
swing±8.66%
LONG Variational · now
+9.54%
7d avg:+5.87%
SHORT BloFin · now
+36.81%
7d avg:+35.82%
Entry Spread Now
−0.125%
Against youL 0.7189 · S 0.7180−$12.52 if it converges
24h range −0.20%…+0.28% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$37.24
+0.37%
$Avg Daily PnL
+$8.20
+0.0820%
★Best Day
+$10.14
Sep 23
◎Open Interest
Variational$2.63M
BloFin$3.39M⚡Funding APR
+29.94%
annualized · funding only
⚠Execution Cost
−$20.17
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Variational$461.5KBloFin$923.9KLoading 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 (−$20.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.