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updated 2:36:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.32%
30d Period Avg+70.52%
LONG Variational · now
+6.64%
30d avg:−61.91%
SHORT Binance Futures · now
+10.96%
30d avg:+8.61%
Entry Spread Now
−0.347%
Against youL 0.2018 · S 0.2011−$34.69 if it converges
24h range −0.20%…+0.58% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Variational (Long): 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 6%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$86.66
+0.87%
$Avg Daily PnL
+$3.12
+0.0312%
★Best Day
+$19.08
Aug 16
◎Open Interest
Variational$65.0K
Binance Futures$3.97M⚡Funding APR
+11.38%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
Variational$5.2KBinance Futures$1.96MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.