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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−32.87%
3d Period Avg+14.71%
swing±29.01%
LONG Variational · now
+10.96%
3d avg:+1.82%
SHORT BloFin · now
−21.91%
3d avg:+16.53%
Entry Spread Now
+0.091%
In your favorL 0.4960 · S 0.4965+$9.07 if it converges
24h range −1.35%…+0.48% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.94
−0.04%
$Avg Daily PnL
+$4.03
+0.0403%
★Best Day
+$7.49
Sep 30
◎Open Interest
Variational$1.51M
BloFin$3.80M⚡Funding APR
+14.71%
annualized · funding only
⚠Execution Cost
−$16.03
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Variational$1.57MBloFin$2.44MLoading 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 (−$16.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.