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updated 2:33:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.90%
3d Period Avg+51.09%
LONG Variational · now
+1.09%
3d avg:+2.05%
SHORT BloFin · now
+55.99%
3d avg:+53.14%
Entry Spread Now
−0.197%
Against youL 1.6302 · S 1.6270−$19.66 if it converges
24h range −1.04%…+0.48% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$29.51
+0.30%
$Avg Daily PnL
+$10.38
+0.1038%
★Best Day
+$15.44
Aug 15
◎Open Interest
Variational$37.2K
BloFin$105.6K⚡Funding APR
+37.87%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$2.6KBloFin$66.4KLoading 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.