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updated 10:29:16 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.63%
3d Period Avg+15.15%
swing±14.74%
LONG Variational · now
−22.68%
3d avg:−6.45%
SHORT Binance Futures · now
+10.96%
3d avg:+8.70%
Entry Spread Now
+0.170%
Eaten by executionL 0.2064 · S 0.2068+$16.95 if it converges
24h range −0.24%…+0.61% · median +0.18%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$36.32
−0.36%
$Avg Daily PnL
+$3.11
+0.0311%
★Best Day
+$6.65
Sep 17
◎Open Interest
Variational$42.3K
Binance Futures$2.21M⚡Funding APR
+11.35%
annualized · funding only
⚠Execution Cost
−$48.76
entry + exit fees
⏱Payback
15.7d
to break even
◧24h Volume
Variational$2.5KBinance Futures$2.37MLoading 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 (−$48.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.