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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
−14.73%
7d Period Avg+19.13%
swing±21.73%
LONG Variational · now
+10.96%
7d avg:+6.72%
SHORT BloFin · now
−3.77%
7d avg:+25.85%
Entry Spread Now
+0.000%
NeutralL 0.5023 · S 0.5023
24h range −1.35%…+0.48% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$21.32
+0.21%
$Avg Daily PnL
+$5.24
+0.0524%
★Best Day
+$7.50
Sep 26
◎Open Interest
Variational$1.48M
BloFin$3.84M⚡Funding APR
+19.12%
annualized · funding only
⚠Execution Cost
−$15.35
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Variational$1.75MBloFin$2.93MLoading 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 (−$15.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.