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updated 8:01:04 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+322.44%
3d Period Avg+108.47%
LONG BloFin · now
−311.48%
3d avg:−156.83%
SHORT Variational · now
+10.96%
3d avg:−48.36%
Entry Spread Now
+0.459%
In your favorL 0.1089 · S 0.1094+$45.91 if it converges
24h range −0.61%…+2.23% · median +0.36%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$50.92
+0.51%
$Avg Daily PnL
+$15.73
+0.1573%
★Best Day
+$50.97
Aug 17
◎Open Interest
BloFin$525.7K
Variational$29.7K⚡Funding APR
+57.41%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
18.2h
to break even
◧24h Volume
BloFin$111.8KVariational$70.5KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.