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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+65.97%
30d Period Avg+18.58%
swing±23.39%
LONG Variational · now
−41.87%
30d avg:−10.90%
SHORT BloFin · now
+24.11%
30d avg:+7.68%
Entry Spread Now
+0.611%
In your favorL 0.002291 · S 0.002305+$61.11 if it converges
24h range −0.81%…+0.81% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$140.64
+1.41%
$Avg Daily PnL
+$5.09
+0.0509%
★Best Day
+$20.11
Sep 27
◎Open Interest
⚡Funding APR
+18.57%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Loading 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.