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updated 9:12:23 AMFunding 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
+45.94%
1d Period Avg+36.24%
swing±10.09%
LONG Variational · now
−31.84%
1d avg:−28.46%
SHORT BloFin · now
+14.10%
1d avg:+7.78%
Entry Spread Now
+0.217%
In your favorL 0.2072 · S 0.2076+$21.72 if it converges
24h range −0.45%…+0.50% · median +0.15%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$2.08
−0.02%
$Avg Daily PnL
+$4.96
+0.0496%
★Best Day
+$7.57
Sep 17
◎Open Interest
Variational$42.5K
BloFin$129.5K⚡Funding APR
+18.11%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Variational$2.5KBloFin$24.2KLoading 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.