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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 ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.89%
3d Period Avg+18.49%
swing±6.21%
LONG Variational · now
+1.80%
3d avg:+1.98%
SHORT BloFin · now
+21.69%
3d avg:+20.47%
Entry Spread Now
−0.336%
Against youL 9.0575 · S 9.0270−$33.64 if it converges
24h range −0.30%…+0.62% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.04
−0.04%
$Avg Daily PnL
+$5.06
+0.0506%
★Best Day
+$5.28
Sep 30
◎Open Interest
Variational$4.17M
BloFin$10.93M⚡Funding APR
+18.48%
annualized · funding only
⚠Execution Cost
−$19.23
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
Variational$1.66MBloFin$2.08MLoading 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 (−$19.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.