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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+416.36%
30d Period Avg+0.00%
LONG Bitget · now
−1257.48%
30d avg:+10.96%
SHORT Variational · now
−841.12%
30d avg:+10.96%
Entry Spread Now
+0.321%
In your favorL 0.02183 · S 0.02190+$32.07 if it converges
24h range −3.42%…+3.69% · median +0.55%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$12.50
−0.12%
$Avg Daily PnL
−$0.02
−0.0002%
★Best Day
+$0.00
Aug 27
◎Open Interest
⚡Funding APR
−0.06%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
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 + 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.