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updated 1:03:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.23%
1d Period Avg+23.98%
LONG Variational · now
+10.96%
1d avg:+10.32%
SHORT BloFin · now
+35.19%
1d avg:+34.30%
Entry Spread Now
−0.088%
Against youL 3.6902 · S 3.6870−$8.75 if it converges
24h range −0.32%…+0.60% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.82
−0.10%
$Avg Daily PnL
+$3.28
+0.0328%
★Best Day
+$4.27
Jul 21
◎Open Interest
⚡Funding APR
+11.98%
annualized · funding only
⚠Execution Cost
−$16.38
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
Loading 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 (−$16.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.