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updated 3:57:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+168.46%
3d Period Avg+85.98%
LONG Variational · now
−161.20%
3d avg:−81.00%
SHORT BloFin · now
+7.26%
3d avg:+4.98%
Entry Spread Now
+0.185%
In your favorL 0.1084 · S 0.1086+$18.45 if it converges
24h range −0.09%…+0.47% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$58.62
+0.59%
$Avg Daily PnL
+$17.65
+0.1765%
★Best Day
+$25.53
Aug 14
◎Open Interest
Variational$251.0K
BloFin$177.8K⚡Funding APR
+64.44%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
Variational$725BloFin$8.0KLoading 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.