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updated 7:23:03 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.75%
3d Period Avg−21.62%
LONG Variational · now
−12.79%
3d avg:+5.04%
SHORT Bitget · now
+10.96%
3d avg:−16.58%
Entry Spread Now
+0.084%
In your favorL 0.1071 · S 0.1071+$8.41 if it converges
24h range −0.06%…+0.40% · median +0.14%
Long pays every8hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$29.78
−0.30%
$Avg Daily PnL
−$4.45
−0.0445%
★Best Day
−$0.57
Aug 14
◎Open Interest
Variational$63.4K
Bitget$2.12M⚡Funding APR
−16.23%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$11.0KBitget$180.2KLoading 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.