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updated 8:59:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.08%
3d Period Avg+11.63%
LONG Variational · now
−13.93%
3d avg:−1.72%
SHORT BloFin · now
+11.15%
3d avg:+9.91%
Entry Spread Now
+0.041%
Eaten by executionL 0.1208 · S 0.1209+$4.14 if it converges
24h range −0.54%…+0.78% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.47
+0.00%
$Avg Daily PnL
+$2.88
+0.0288%
★Best Day
+$3.41
Aug 17
◎Open Interest
Variational$31.4K
BloFin$302.7K⚡Funding APR
+10.52%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Variational$1BloFin$8.6KLoading 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.