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updated 2:40:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.51%
30d Period Avg+107.94%
LONG Bitget · now
+10.96%
30d avg:+10.96%
SHORT Variational · now
+149.47%
30d avg:+118.90%
Entry Spread Now
−0.726%
Against youL 0.03239 · S 0.03216−$72.55 if it converges
24h range −0.32%…−0.08% · median −0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Limited funding history — chart clipped to available data
- Variational (Short): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 6% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$48.54
−0.49%
$Avg Daily PnL
−$1.18
−0.0118%
★Best Day
+$28.88
Aug 16
◎Open Interest
Bitget$2.85M
Variational$89.0K⚡Funding APR
−4.30%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bitget$115.9KVariational$5.4KLoading 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.