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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
+44.80%
7d Period Avg+31.69%
swing±15.38%
LONG Variational · now
−21.22%
7d avg:−11.80%
SHORT BloFin · now
+23.58%
7d avg:+19.89%
Entry Spread Now
−0.005%
NeutralL 3.1081 · S 3.1080
24h range −0.31%…+0.34% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$48.73
+0.49%
$Avg Daily PnL
+$8.68
+0.0868%
★Best Day
+$11.08
Sep 27
◎Open Interest
Variational$1.27M
BloFin$1.34M⚡Funding APR
+31.67%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Variational$37.3KBloFin$472.1KLoading 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.