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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%
7d Period Avg+18.29%
swing±14.94%
LONG Variational · now
+10.96%
7d avg:+9.30%
SHORT BloFin · now
+37.26%
7d avg:+27.59%
Entry Spread Now
−0.045%
Eaten by executionL 0.03349 · S 0.03347−$4.48 if it converges
24h range −1.70%…+1.64% · median +0.09%
Long pays every8hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$23.05
+0.23%
$Avg Daily PnL
+$5.01
+0.0501%
★Best Day
+$9.11
Sep 29
◎Open Interest
Variational$2.43M
BloFin$2.39M⚡Funding APR
+18.28%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Variational$2.17MBloFin$1.57MLoading 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.