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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+34.47%
swing±14.60%
LONG Variational · now
+10.96%
3d avg:+1.11%
SHORT BloFin · now
+37.26%
3d avg:+35.58%
Entry Spread Now
−0.089%
Against youL 0.8425 · S 0.8417−$8.90 if it converges
24h range −0.46%…+0.57% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.31
+0.16%
$Avg Daily PnL
+$9.44
+0.0944%
★Best Day
+$11.48
Sep 26
◎Open Interest
Variational$902.0K
BloFin$1.03M⚡Funding APR
+34.44%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$607.0KBloFin$488.6KLoading 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.