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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.61%
3d Period Avg+43.38%
swing±24.88%
LONG Variational · now
−45.51%
3d avg:−25.20%
SHORT BloFin · now
+24.11%
3d avg:+18.18%
Entry Spread Now
−0.152%
Against youL 0.002299 · S 0.002296−$15.22 if it converges
24h range −0.81%…+0.72% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$23.62
+0.24%
$Avg Daily PnL
+$11.87
+0.1187%
★Best Day
+$14.78
Sep 30
◎Open Interest
Variational$22.8K
BloFin$333.5K⚡Funding APR
+43.34%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
Variational$18.8KBloFin$107.4KLoading 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.