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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.54%
7d Period Avg+16.71%
swing±6.37%
LONG Variational · now
−5.24%
7d avg:+4.28%
SHORT BloFin · now
+21.30%
7d avg:+20.99%
Entry Spread Now
+0.067%
Eaten by executionL 9.0219 · S 9.0280+$6.73 if it converges
24h range −0.30%…+0.62% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$17.75
+0.18%
$Avg Daily PnL
+$4.57
+0.0457%
★Best Day
+$5.28
Sep 30
◎Open Interest
Variational$4.18M
BloFin$11.11M⚡Funding APR
+16.69%
annualized · funding only
⚠Execution Cost
−$14.26
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Variational$1.68MBloFin$2.15MLoading 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 (−$14.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.