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updated 10:32:24 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~29d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.65%
3d Period Avg−23.43%
LONG Binance Futures · now
+3.31%
3d avg:+7.32%
SHORT Variational · now
+10.96%
3d avg:−16.11%
Entry Spread Now
−0.188%
Against youL ask 0.04249 · S bid 0.04241−$18.83 at entry
24h range −0.35%…+0.08% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$82.15
−0.82%
$Avg Daily PnL
−$5.30
−0.0530%
★Best Day
−$1.38
Aug 15
◎Open Interest
Binance Futures$1.68M
Variational$493.9K⚡Funding APR
−19.34%
annualized · funding only
⚠Execution Cost
−$60.95
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$552.6KVariational$25.4KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$60.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.