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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.88%
30d Period Avg+31.55%
swing±20.21%
LONG Variational · now
+1.38%
30d avg:+0.11%
SHORT BloFin · now
+37.26%
30d avg:+31.66%
Entry Spread Now
+0.130%
In your favorL 0.03840 · S 0.03845+$13.02 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
+$247.15
+2.47%
$Avg Daily PnL
+$8.64
+0.0864%
★Best Day
+$15.99
Sep 10
◎Open Interest
Variational$24.9K
BloFin$205.8K⚡Funding APR
+31.53%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Variational$30.8KBloFin$249.5KLoading 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.