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updated 2:40:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~25d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.65%
30d Period Avg+3.20%
LONG Variational · now
−23.30%
30d avg:+5.00%
SHORT BloFin · now
+9.35%
30d avg:+8.20%
Entry Spread Now
−0.239%
Against youL ask 0.1676 · S bid 0.1672−$23.87 at entry
24h range −0.27%…+0.27% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$195.98
−1.96%
$Avg Daily PnL
+$0.82
+0.0082%
★Best Day
+$6.30
Aug 3
◎Open Interest
Variational$4.3K
BloFin$0⚡Funding APR
+2.98%
annualized · funding only
⚠Execution Cost
−$221.28
entry + exit fees
⏱Payback
9.0mo
to break even
◧24h Volume
Variational$8.5KBloFin$847Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$221.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.