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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.30%
3d Period Avg+12.72%
swing±46.65%
LONG Binance Futures · now
+10.96%
3d avg:+20.75%
SHORT Variational · now
+87.26%
3d avg:+33.47%
Entry Spread Now
+0.308%
In your favorL 1.0423 · S 1.0455+$30.85 if it converges
24h range −0.45%…+0.89% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$0.11
+0.00%
$Avg Daily PnL
+$3.30
+0.0330%
★Best Day
+$4.25
Sep 29
◎Open Interest
Binance Futures$4.38M
Variational$54.3K⚡Funding APR
+12.03%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Binance Futures$1.35MVariational$23.9KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.