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updated —BARD Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+741.84%
3d Period Avg+105.15%
swing±268.93%
LONG Gate.io · now
−1154.92%
3d avg:−207.39%
SHORT Variational · now
−413.08%
3d avg:−102.24%
Entry Spread Now
+0.080%
Eaten by executionL 0.1253 · S 0.1254+$7.98 if it converges
24h range −3.11%…+3.79% · median +0.98%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0%
Sparse settlements: long 44%, short 50% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$12.62
+0.13%
$Avg Daily PnL
+$17.18
+0.1718%
★Best Day
+$55.92
Nov 12
◎Open Interest
Gate.io$509.3K
Variational$87.9K⚡Funding APR
+62.70%
annualized · funding only
⚠Execution Cost
−$38.91
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Gate.io$13.88MVariational$55.4KLoading 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 (−$38.91 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.