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updated 5:02:51 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
+40.98%
30d Period Avg+43.76%
LONG Variational · now
−30.02%
30d avg:−39.46%
SHORT Binance Futures · now
+10.96%
30d avg:+4.30%
Entry Spread Now
+0.107%
In your favorL 2.6382 · S 2.6410+$10.65 if it converges
24h range −0.18%…+0.59% · median +0.15%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$349.43
+3.49%
$Avg Daily PnL
+$11.59
+0.1159%
★Best Day
+$19.46
Aug 16
◎Open Interest
Variational$132.6K
Binance Futures$1.85M⚡Funding APR
+42.32%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
20.6h
to break even
◧24h Volume
Variational$31.1KBinance 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.