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updated 9:11:40 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.49%
1d Period Avg+19.05%
swing±6.92%
LONG Variational · now
−2.98%
1d avg:−2.25%
SHORT BloFin · now
+20.51%
1d avg:+16.80%
Entry Spread Now
−0.081%
Eaten by executionL 225.3235 · S 225.1400−$8.14 if it converges
24h range −0.28%…+0.53% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.61
−0.18%
$Avg Daily PnL
+$2.61
+0.0261%
★Best Day
+$3.58
Sep 17
◎Open Interest
Variational$80.9K
BloFin$3.16M⚡Funding APR
+9.52%
annualized · funding only
⚠Execution Cost
−$22.83
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Variational$39.8KBloFin$3.52MLoading 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 (−$22.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.