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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 ~4.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.90%
3d Period Avg+14.28%
swing±12.57%
LONG Variational · now
−1.75%
3d avg:−0.45%
SHORT BloFin · now
+13.15%
3d avg:+13.83%
Entry Spread Now
+0.102%
In your favorL ask 769.4890 · S bid 770.2700+$10.15 at entry
24h range +0.02%…+0.33% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.23
−0.07%
$Avg Daily PnL
+$3.91
+0.0391%
★Best Day
+$5.66
Oct 1
◎Open Interest
⚡Funding APR
+14.28%
annualized · funding only
⚠Execution Cost
−$18.96
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Loading 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 (−$18.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.