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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.69%
3d Period Avg+16.55%
swing±10.26%
LONG Variational · now
−20.41%
3d avg:−7.46%
SHORT BloFin · now
+9.28%
3d avg:+9.09%
Entry Spread Now
+0.261%
In your favorL 0.009373 · S 0.009397+$26.14 if it converges
24h range −0.66%…+1.57% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.60
+0.02%
$Avg Daily PnL
+$4.53
+0.0453%
★Best Day
+$7.66
Sep 30
◎Open Interest
Variational$4.5K
BloFin$312.9K⚡Funding APR
+16.55%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
Variational$80BloFin$57.6KLoading 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.