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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 ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.70%
3d Period Avg+16.22%
swing±5.74%
LONG Variational · now
−1.75%
3d avg:−6.63%
SHORT Binance Futures · now
+10.96%
3d avg:+9.59%
Entry Spread Now
+0.048%
Eaten by executionL 70.5458 · S 70.5800+$4.85 if it converges
24h range −0.28%…+0.30% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$1.10
−0.01%
$Avg Daily PnL
+$4.44
+0.0444%
★Best Day
+$4.89
Sep 26
◎Open Interest
Variational$4.99M
Binance Futures$117.17M⚡Funding APR
+16.20%
annualized · funding only
⚠Execution Cost
−$14.42
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Variational$1.46MBinance Futures$124.45MLoading 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 (−$14.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.