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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
+44.91%
3d Period Avg+30.40%
swing±9.34%
LONG Variational · now
−7.66%
3d avg:+6.86%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
+0.079%
In your favorL 0.03818 · S 0.03821+$7.86 if it converges
24h range −0.35%…+0.91% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$12.96
+0.13%
$Avg Daily PnL
+$6.24
+0.0624%
★Best Day
+$9.29
Sep 23
◎Open Interest
Variational$24.8K
BloFin$200.4K⚡Funding APR
+22.78%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$30.3KBloFin$249.9KLoading 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.