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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 ~4.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+29.00%
swing±4.46%
LONG Variational · nowPUMPFUN
+10.96%
3d avg:+7.67%
SHORT BloFin · now
+37.26%
3d avg:+36.67%
Entry Spread Now
−0.039%
Against youL ask 0.005125 · S bid 0.005123−$3.90 at entry
24h range −0.76%…+1.10% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.77
−0.10%
$Avg Daily PnL
+$7.94
+0.0794%
★Best Day
+$8.17
Sep 27
◎Open Interest
⚡Funding APR
+28.98%
annualized · funding only
⚠Execution Cost
−$33.59
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Loading 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 (−$33.59 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.