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updated —ICP Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.48%
3d Period Avg+25.20%
swing±16.46%
LONG Variational · now
−2.44%
3d avg:+6.05%
SHORT BloFin · now
+35.04%
3d avg:+31.25%
Entry Spread Now
+0.077%
In your favorL 2.3952 · S 2.3970+$7.72 if it converges
24h range −1.05%…+1.05% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.70
+0.09%
$Avg Daily PnL
+$6.90
+0.0690%
★Best Day
+$8.94
Nov 13
◎Open Interest
Variational$626.7K
BloFin$955.2K⚡Funding APR
+25.19%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Variational$127.0KBloFin$651.2KLoading 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.