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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.88%
3d Period Avg+33.82%
swing±12.60%
LONG Variational · now
−19.77%
3d avg:−11.77%
SHORT BloFin · now
+24.11%
3d avg:+22.05%
Entry Spread Now
−0.370%
Against youL 3.1466 · S 3.1350−$37.01 if it converges
24h range −0.66%…+0.34% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$15.78
+0.16%
$Avg Daily PnL
+$9.26
+0.0926%
★Best Day
+$10.92
Sep 27
◎Open Interest
Variational$1.28M
BloFin$1.34M⚡Funding APR
+33.80%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$69.0KBloFin$542.9KLoading 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.