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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+18.28%
swing±15.56%
LONG Variational · now
+10.96%
3d avg:+20.29%
SHORT BloFin · now
+37.26%
3d avg:+38.57%
Entry Spread Now
−0.057%
Eaten by executionL 0.1745 · S 0.1744−$5.73 if it converges
24h range −0.79%…+1.10% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.01
+0.03%
$Avg Daily PnL
+$5.00
+0.0500%
★Best Day
+$5.39
Sep 29
◎Open Interest
Variational$756.1K
BloFin$879.2K⚡Funding APR
+18.27%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Variational$216.4KBloFin$498.0KLoading 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.