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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%
7d Period Avg+10.51%
swing±17.70%
LONG Variational · now
+10.96%
7d avg:+2.83%
SHORT Binance Futures · now
+10.96%
7d avg:+13.34%
Entry Spread Now
+0.092%
In your favorL 0.04747 · S 0.04751+$9.18 if it converges
24h range −0.09%…+0.43% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$2.74
+0.03%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$9.37
Nov 12
◎Open Interest
Variational$722.4K
Binance Futures$163.66M⚡Funding APR
+10.12%
annualized · funding only
⚠Execution Cost
−$16.67
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
Variational$387.9KBinance Futures$15.41MLoading 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 (−$16.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.