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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.00%
7d Period Avg+28.23%
swing±12.83%
LONG Variational · now
−5.89%
7d avg:−6.36%
SHORT BloFin · now
+24.11%
7d avg:+21.87%
Entry Spread Now
+0.052%
Eaten by executionL 0.3829 · S 0.3831+$5.22 if it converges
24h range −0.66%…+0.68% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$42.10
+0.42%
$Avg Daily PnL
+$7.73
+0.0773%
★Best Day
+$10.57
Sep 30
◎Open Interest
Variational$1.37M
BloFin$1.34M⚡Funding APR
+28.21%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Variational$343.6KBloFin$1.81MLoading 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.