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updated 6:17:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.16%
3d Period Avg+66.45%
LONG Variational · now
−42.72%
3d avg:−65.62%
SHORT Binance Futures · now
−0.56%
3d avg:+0.83%
Entry Spread Now
+0.066%
In your favorL 2.6227 · S 2.6244+$6.60 if it converges
24h range −0.18%…+0.59% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$48.45
+0.48%
$Avg Daily PnL
+$14.61
+0.1461%
★Best Day
+$19.46
Aug 16
◎Open Interest
Variational$135.7K
Binance Futures$1.85M⚡Funding APR
+53.34%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
Variational$34.8KBinance Futures$1.21MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.