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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 ~4.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.43%
7d Period Avg+73.83%
swing±52.84%
LONG Variational · now
+3.53%
7d avg:−65.50%
SHORT Binance Futures · now
+10.96%
7d avg:+8.33%
Entry Spread Now
+0.010%
NeutralL 0.04030 · S 0.04030
24h range −0.33%…+0.65% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$131.49
+1.31%
$Avg Daily PnL
+$20.21
+0.2021%
★Best Day
+$36.41
Sep 21
◎Open Interest
Variational$650.0K
Binance Futures$4.99M⚡Funding APR
+73.78%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
11.8h
to break even
◧24h Volume
Variational$108.4KBinance Futures$4.33MLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.