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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+112.07%
30d Period Avg+64.77%
swing±41.16%
LONG Variational · now
−94.59%
30d avg:−50.62%
SHORT BloFin · now
+17.48%
30d avg:+14.15%
Entry Spread Now
+0.167%
In your favorL 0.005402 · S 0.005411+$16.66 if it converges
24h range −0.71%…+1.31% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$519.97
+5.20%
$Avg Daily PnL
+$17.73
+0.1773%
★Best Day
+$35.05
Sep 4
◎Open Interest
Variational$227.7K
BloFin$333.7K⚡Funding APR
+64.72%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
Variational$92.5KBloFin$337.4KLoading 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.