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updated 11:53:36 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.10%
3d Period Avg+18.49%
LONG Variational · now
−3.05%
3d avg:−12.39%
SHORT BloFin · now
+9.05%
3d avg:+6.10%
Entry Spread Now
+0.133%
In your favorL 0.004502 · S 0.004508+$13.33 if it converges
24h range −0.08%…+0.30% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 44%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$0.87
−0.01%
$Avg Daily PnL
+$2.78
+0.0278%
★Best Day
+$4.00
Aug 15
◎Open Interest
Variational$5.4K
BloFin$134.9K⚡Funding APR
+10.15%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Variational$148BloFin$1.8KLoading 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.