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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.39%
7d Period Avg+18.79%
swing±16.82%
LONG Variational · now
−2.35%
7d avg:+2.61%
SHORT BloFin · now
+39.04%
7d avg:+21.40%
Entry Spread Now
+0.006%
NeutralL 2.4099 · S 2.4100
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
+$24.00
+0.24%
$Avg Daily PnL
+$5.14
+0.0514%
★Best Day
+$8.94
Nov 13
◎Open Interest
Variational$630.1K
BloFin$960.4K⚡Funding APR
+18.77%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Variational$113.5KBloFin$655.3KLoading 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.