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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 ~3.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+27.23%
swing±2.16%
LONG Variational · now
+10.96%
3d avg:+10.80%
SHORT BloFin · now
+37.26%
3d avg:+38.03%
Entry Spread Now
−0.249%
Against youL 0.6017 · S 0.6002−$24.93 if it converges
24h range −0.79%…+0.99% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.55
−0.05%
$Avg Daily PnL
+$7.46
+0.0746%
★Best Day
+$7.84
Sep 26
◎Open Interest
Variational$607.1K
BloFin$789.7K⚡Funding APR
+27.21%
annualized · funding only
⚠Execution Cost
−$26.92
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Variational$760.3KBloFin$412.7KLoading 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 (−$26.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.