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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.66%
7d Period Avg+29.06%
swing±13.61%
LONG Variational · now
−4.55%
7d avg:−10.78%
SHORT BloFin · now
+24.11%
7d avg:+18.28%
Entry Spread Now
−0.072%
Against youL ask 10.8118 · S bid 10.8040−$7.21 at entry
24h range −0.24%…+0.69% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$30.86
+0.31%
$Avg Daily PnL
+$7.96
+0.0796%
★Best Day
+$10.20
Sep 23
◎Open Interest
Variational$2.84M
BloFin$5.54M⚡Funding APR
+29.04%
annualized · funding only
⚠Execution Cost
−$24.84
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Variational$2.35MBloFin$2.94MLoading 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 (−$24.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.