← 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 ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.73%
3d Period Avg+28.48%
swing±10.79%
LONG Variational · now
−8.47%
3d avg:−8.17%
SHORT BloFin · now
+23.27%
3d avg:+20.31%
Entry Spread Now
−0.339%
Against youL ask 10.9070 · S bid 10.8700−$33.92 at entry
24h range −0.24%…+0.69% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.38
−0.01%
$Avg Daily PnL
+$7.80
+0.0780%
★Best Day
+$7.77
Sep 27
◎Open Interest
Variational$2.88M
BloFin$5.50M⚡Funding APR
+28.46%
annualized · funding only
⚠Execution Cost
−$24.77
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Variational$2.26MBloFin$2.99MLoading 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 (−$24.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.