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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%
7d Period Avg+33.70%
swing±12.15%
LONG Variational · now
+10.96%
7d avg:+2.84%
SHORT BloFin · now
+37.26%
7d avg:+36.54%
Entry Spread Now
+0.284%
In your favorL 0.8266 · S 0.8289+$28.43 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
+$52.58
+0.53%
$Avg Daily PnL
+$9.23
+0.0923%
★Best Day
+$11.48
Sep 26
◎Open Interest
Variational$860.2K
BloFin$997.6K⚡Funding APR
+33.67%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$575.5KBloFin$445.4KLoading 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.