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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
7d Period Avg+27.10%
swing±9.83%
LONG Variational · now
+0.00%
7d avg:+8.96%
SHORT BloFin · now
+26.30%
7d avg:+36.06%
Entry Spread Now
−0.004%
NeutralL ask 4,269.38 · S bid 4,269.23
24h range −0.07%…+0.08% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$36.79
+0.37%
$Avg Daily PnL
+$7.42
+0.0742%
★Best Day
+$8.57
Sep 22
◎Open Interest
Variational$47.39M
BloFin$18.10M⚡Funding APR
+27.08%
annualized · funding only
⚠Execution Cost
−$15.14
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
Variational$25.50MBloFin$522.6KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$15.14 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.