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updated —WLFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+13.01%
swing±22.05%
LONG Variational · now
+10.96%
3d avg:−2.39%
SHORT Binance Futures · now
+10.96%
3d avg:+10.62%
Entry Spread Now
+0.126%
In your favorL 0.04744 · S 0.04750+$12.65 if it converges
24h range −0.09%…+0.43% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$9.39
−0.09%
$Avg Daily PnL
+$3.32
+0.0332%
★Best Day
+$9.37
Nov 12
◎Open Interest
Variational$721.5K
Binance Futures$163.61M⚡Funding APR
+12.11%
annualized · funding only
⚠Execution Cost
−$19.34
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Variational$383.2KBinance Futures$15.42MLoading 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 (−$19.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.