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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.52%
7d Period Avg+41.76%
swing±29.84%
LONG Variational · now
+10.96%
7d avg:+30.75%
SHORT BloFin · now
+50.48%
7d avg:+72.51%
Entry Spread Now
+0.184%
In your favorL 0.5696 · S 0.5707+$18.43 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
+$68.03
+0.68%
$Avg Daily PnL
+$11.43
+0.1143%
★Best Day
+$14.49
Sep 25
◎Open Interest
Variational$1.97M
BloFin$1.88M⚡Funding APR
+41.73%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Variational$3.97MBloFin$1.05MLoading 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.