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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.54%
3d Period Avg+47.13%
swing±31.41%
LONG Variational · now
+10.96%
3d avg:+24.19%
SHORT BloFin · now
+58.50%
3d avg:+71.32%
Entry Spread Now
+0.070%
In your favorL 0.5747 · S 0.5751+$6.96 if it converges
24h range −0.71%…+0.61% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$26.71
+0.27%
$Avg Daily PnL
+$12.90
+0.1290%
★Best Day
+$12.75
Sep 26
◎Open Interest
Variational$1.92M
BloFin$1.91M⚡Funding APR
+47.10%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
22.3h
to break even
◧24h Volume
Variational$4.04MBloFin$1.07MLoading 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.