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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+20.70%
swing±17.26%
LONG Variational · now
+10.96%
3d avg:+7.08%
SHORT BloFin · now
+37.26%
3d avg:+27.78%
Entry Spread Now
−0.630%
Against youL 0.03252 · S 0.03231−$63.05 if it converges
24h range −1.70%…+1.49% · median +0.07%
Long pays every8hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$5.00
+0.05%
$Avg Daily PnL
+$5.67
+0.0567%
★Best Day
+$9.11
Sep 29
◎Open Interest
⚡Funding APR
+20.68%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Loading 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.