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updated 7:38:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.72%
3d Period Avg+24.22%
LONG Variational · now
+1.76%
3d avg:+1.66%
SHORT BloFin · now
+9.48%
3d avg:+25.88%
Entry Spread Now
+0.119%
In your favorL 3.6996 · S 3.7040+$11.91 if it converges
24h range −0.73%…+0.47% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.51
+0.04%
$Avg Daily PnL
+$6.63
+0.0663%
★Best Day
+$8.00
Jul 20
◎Open Interest
Variational$711.0K
BloFin$3.38M⚡Funding APR
+24.20%
annualized · funding only
⚠Execution Cost
−$16.38
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Variational$299.5KBloFin$959.9KLoading 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.