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updated 6:39:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.94%
1d Period Avg+15.64%
LONG Variational · now
−16.98%
1d avg:−4.79%
SHORT BloFin · now
+20.96%
1d avg:+10.85%
Entry Spread Now
+0.110%
In your favorL 1.6112 · S 1.6130+$10.95 if it converges
24h range −0.10%…+0.30% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.36
−0.14%
$Avg Daily PnL
+$1.92
+0.0192%
★Best Day
+$4.28
Aug 17
◎Open Interest
Variational$1.79M
BloFin$3.67M⚡Funding APR
+7.00%
annualized · funding only
⚠Execution Cost
−$18.19
entry + exit fees
⏱Payback
9.5d
to break even
◧24h Volume
Variational$412.4KBloFin$930.5KLoading 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 (−$18.19 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.