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updated 10:29:40 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.23%
3d Period Avg+14.43%
swing±10.49%
LONG Variational · now
+0.67%
3d avg:−4.92%
SHORT BloFin · now
+20.91%
3d avg:+9.51%
Entry Spread Now
+0.066%
Eaten by executionL 223.9720 · S 224.1200+$6.61 if it converges
24h range −0.28%…+1.22% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.35
−0.08%
$Avg Daily PnL
+$2.96
+0.0296%
★Best Day
+$5.04
Sep 16
◎Open Interest
Variational$84.9K
BloFin$3.11M⚡Funding APR
+10.81%
annualized · funding only
⚠Execution Cost
−$20.20
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
Variational$44.4KBloFin$3.83MLoading 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 (−$20.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.