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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 ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.42%
3d Period Avg+29.96%
swing±13.92%
LONG Variational · now
−6.31%
3d avg:−9.09%
SHORT BloFin · now
+24.11%
3d avg:+20.87%
Entry Spread Now
+0.039%
Eaten by executionL 0.3804 · S 0.3805+$3.94 if it converges
24h range −0.58%…+0.68% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$12.60
+0.13%
$Avg Daily PnL
+$8.20
+0.0820%
★Best Day
+$10.57
Sep 30
◎Open Interest
Variational$1.36M
BloFin$1.33M⚡Funding APR
+29.93%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
Variational$215.3KBloFin$1.31MLoading 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.