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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 ~7.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.05%
3d Period Avg+21.98%
swing±31.67%
LONG Variational · now
+10.96%
3d avg:−4.13%
SHORT BloFin · now
+19.00%
3d avg:+17.85%
Entry Spread Now
−0.039%
Eaten by executionL 2.0538 · S 2.0530−$3.94 if it converges
24h range −0.96%…+1.73% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.17
+0.01%
$Avg Daily PnL
+$6.02
+0.0602%
★Best Day
+$6.44
Sep 30
◎Open Interest
Variational$501.2K
BloFin$4.34M⚡Funding APR
+21.96%
annualized · funding only
⚠Execution Cost
−$16.88
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$1.03MBloFin$257.2KLoading 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 (−$16.88 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.