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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 ~4.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.58%
3d Period Avg+16.44%
swing±8.41%
LONG Variational · now
−8.47%
3d avg:−8.17%
SHORT Binance Futures · now
+10.12%
3d avg:+8.27%
Entry Spread Now
−0.348%
Against youL ask 10.9070 · S bid 10.8690−$34.84 at entry
24h range −0.23%…+0.70% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.74
−0.09%
$Avg Daily PnL
+$4.50
+0.0450%
★Best Day
+$4.31
Sep 26
◎Open Interest
Variational$2.88M
Binance Futures$121.91M⚡Funding APR
+16.43%
annualized · funding only
⚠Execution Cost
−$22.25
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
Variational$2.26MBinance Futures$208.94MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$22.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.