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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 ~68d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.64%
7d Period Avg+10.51%
swing±8.22%
LONG Variational · now
+9.20%
7d avg:+9.11%
SHORT BloFin · now
+9.84%
7d avg:+19.62%
Entry Spread Now
+0.100%
In your favorL 1.0239 · S 1.0249+$9.96 if it converges
24h range −0.84%…+0.69% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.14
+0.08%
$Avg Daily PnL
+$2.88
+0.0288%
★Best Day
+$4.79
Sep 25
◎Open Interest
Variational$633.1K
BloFin$2.44M⚡Funding APR
+10.50%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Variational$205.8KBloFin$516.7KLoading 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.