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updated 10:33:06 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
+12.27%
30d Period Avg+18.49%
LONG Variational · now
−0.74%
30d avg:−12.39%
SHORT BloFin · now
+11.54%
30d avg:+6.10%
Entry Spread Now
+0.156%
In your favorL 0.004498 · S 0.004505+$15.56 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 4%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$40.10
+0.40%
$Avg Daily PnL
+$1.68
+0.0168%
★Best Day
+$4.00
Aug 15
◎Open Interest
Variational$5.4K
BloFin$134.2K⚡Funding APR
+6.13%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
7.1d
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.