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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 ~10d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.92%
3d Period Avg+11.92%
swing±11.59%
LONG Variational · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+21.87%
3d avg:+22.88%
Entry Spread Now
+0.039%
Eaten by executionL 29.8433 · S 29.8550+$3.92 if it converges
24h range −0.80%…+2.41% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.58
−0.21%
$Avg Daily PnL
+$3.26
+0.0326%
★Best Day
+$6.24
Oct 1
◎Open Interest
Variational$2.06M
BloFin$1.33M⚡Funding APR
+11.91%
annualized · funding only
⚠Execution Cost
−$30.37
entry + exit fees
⏱Payback
9.3d
to break even
◧24h Volume
Variational$383.3KBloFin$1.20MLoading 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 (−$30.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.