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updated 2:40:29 AMFunding Arbitrage Backtester
Size$
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
+94.64%
30d Period Avg+15.11%
LONG Variational · now
−85.36%
30d avg:−6.88%
SHORT BloFin · now
+9.28%
30d avg:+8.23%
Entry Spread Now
+0.110%
In your favorL 0.0003193 · S 0.0003197+$10.96 if it converges
24h range −0.23%…+0.23% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$119.53
+1.20%
$Avg Daily PnL
+$4.24
+0.0424%
★Best Day
+$15.68
Jul 18
◎Open Interest
Variational$29.3K
BloFin$64.4K⚡Funding APR
+15.49%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$20BloFin$10.7KLoading 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.