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updated 1:02:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.97%
1d Period Avg+21.44%
LONG Variational · now
+10.96%
1d avg:+10.96%
SHORT BloFin · now
+33.92%
1d avg:+32.40%
Entry Spread Now
+0.095%
In your favorL ask 0.07345 · S bid 0.07352+$9.53 at entry
24h range −0.45%…+0.64% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$83.90
−0.84%
$Avg Daily PnL
+$2.94
+0.0294%
★Best Day
+$3.83
Jul 21
◎Open Interest
Variational$414.0K
BloFin$10.85M⚡Funding APR
+10.71%
annualized · funding only
⚠Execution Cost
−$89.77
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
Variational$199.7KBloFin$6.70MLoading 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 (−$89.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.