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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
+90.35%
30d Period Avg+60.25%
swing±37.05%
LONG Variational · now
−66.24%
30d avg:−48.69%
SHORT BloFin · now
+24.11%
30d avg:+11.56%
Entry Spread Now
+0.073%
In your favorL 0.08846 · S 0.08852+$7.35 if it converges
24h range −1.09%…+1.32% · median +0.21%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$482.87
+4.83%
$Avg Daily PnL
+$16.50
+0.1650%
★Best Day
+$29.49
Sep 25
◎Open Interest
Variational$255.0K
BloFin$179.3K⚡Funding APR
+60.21%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
17.5h
to break even
◧24h Volume
Variational$1.3KBloFin$33.1KLoading 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.