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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.47%
3d Period Avg+23.28%
swing±22.84%
LONG Variational · now
−7.22%
3d avg:+1.20%
SHORT BloFin · now
+37.26%
3d avg:+24.48%
Entry Spread Now
+0.243%
In your favorL 0.05149 · S 0.05161+$24.28 if it converges
24h range −0.41%…+0.70% · median +0.20%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.12
+0.07%
$Avg Daily PnL
+$6.37
+0.0637%
★Best Day
+$9.97
Sep 30
◎Open Interest
Variational$599.3K
BloFin$133.1K⚡Funding APR
+23.26%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Variational$88.2KBloFin$79.5KLoading 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.