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updated 8:32:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.91%
3d Period Avg+20.29%
LONG Variational · now
−7.43%
3d avg:−2.86%
SHORT BloFin · now
+19.48%
3d avg:+17.43%
Entry Spread Now
+0.022%
In your favorL ask 1.6176 · S bid 1.6180+$2.23 at entry
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
−$13.69
−0.14%
$Avg Daily PnL
+$4.03
+0.0403%
★Best Day
+$6.52
Aug 15
◎Open Interest
Variational$1.83M
BloFin$3.68M⚡Funding APR
+14.70%
annualized · funding only
⚠Execution Cost
−$29.80
entry + exit fees
⏱Payback
7.4d
to break even
◧24h Volume
Variational$417.0KBloFin$1.01MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$29.80 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.