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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 ~8.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.82%
7d Period Avg+16.11%
swing±10.54%
LONG Variational · now
+1.41%
7d avg:−2.39%
SHORT BloFin · now
+9.23%
7d avg:+13.72%
Entry Spread Now
+0.114%
In your favorL ask 768.6220 · S bid 769.5000+$11.42 at entry
24h range +0.02%…+0.33% · median +0.18%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.98
+0.12%
$Avg Daily PnL
+$4.41
+0.0441%
★Best Day
+$6.19
Sep 28
◎Open Interest
Variational$4.97M
BloFin$17.42M⚡Funding APR
+16.10%
annualized · funding only
⚠Execution Cost
−$18.89
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Variational$6.24MBloFin$1.18MLoading 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 (−$18.89 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.