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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.23%
30d Period Avg+20.70%
swing±31.48%
LONG Variational · now
−7.16%
30d avg:−11.31%
SHORT BloFin · now
+7.07%
30d avg:+9.39%
Entry Spread Now
+0.009%
NeutralL 4.6076 · S 4.6080
24h range −0.78%…+1.17% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$158.03
+1.58%
$Avg Daily PnL
+$5.67
+0.0567%
★Best Day
+$19.42
Sep 10
◎Open Interest
Variational$8.2K
BloFin$508.2K⚡Funding APR
+20.69%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Variational$22.9KBloFin$44.3KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.