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updated 9:32:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.80%
3d Period Avg−28.35%
LONG Variational · now
+10.96%
3d avg:+57.59%
SHORT Bitget · now
+56.76%
3d avg:+29.24%
Entry Spread Now
+0.331%
In your favorL 0.1210 · S 0.1214+$33.06 if it converges
24h range −3.93%…+6.86% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$36.89
−0.37%
$Avg Daily PnL
−$6.22
−0.0622%
★Best Day
+$6.06
Aug 17
◎Open Interest
Variational$56.5K
Bitget$3.23M⚡Funding APR
−22.71%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$779.0KBitget$8.39MLoading 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.