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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
+95.73%
3d Period Avg+93.09%
swing±42.77%
LONG Variational · now
−71.63%
3d avg:−73.26%
SHORT BloFin · now
+24.11%
3d avg:+19.83%
Entry Spread Now
+0.443%
In your favorL 0.08811 · S 0.08850+$44.26 if it converges
24h range −0.36%…+0.75% · median +0.20%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$64.46
+0.64%
$Avg Daily PnL
+$25.49
+0.2549%
★Best Day
+$28.94
Sep 30
◎Open Interest
Variational$253.9K
BloFin$179.2K⚡Funding APR
+93.03%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
11.3h
to break even
◧24h Volume
Variational$431BloFin$32.8KLoading 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.