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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.87%
1d Period Avg+15.48%
swing±17.19%
LONG Variational · now
+5.15%
1d avg:+0.30%
SHORT BloFin · now
+24.02%
1d avg:+15.78%
Entry Spread Now
+0.066%
In your favorL 0.3325 · S 0.3327+$6.62 if it converges
24h range +0.06%…+0.24% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.76
−0.08%
$Avg Daily PnL
+$4.24
+0.0424%
★Best Day
+$4.24
Oct 18
◎Open Interest
Variational$580.1K
BloFin$3.35M⚡Funding APR
+15.46%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$96.5KBloFin$2.44MLoading 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.