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updated 10:30:34 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.41%
3d Period Avg+14.49%
swing±15.82%
LONG Variational · now
−22.68%
3d avg:−6.45%
SHORT BloFin · now
+10.73%
3d avg:+8.04%
Entry Spread Now
+0.121%
Eaten by executionL 0.2064 · S 0.2066+$12.12 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
−$38.86
−0.39%
$Avg Daily PnL
+$2.98
+0.0298%
★Best Day
+$6.74
Sep 17
◎Open Interest
Variational$42.3K
BloFin$128.6K⚡Funding APR
+10.86%
annualized · funding only
⚠Execution Cost
−$50.76
entry + exit fees
⏱Payback
17.1d
to break even
◧24h Volume
Variational$2.5KBloFin$24.0KLoading 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 (−$50.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.