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updated 7:44:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.10%
1d Period Avg+45.25%
LONG Variational · now
+2.52%
1d avg:+9.79%
SHORT BloFin · now
+52.62%
1d avg:+55.04%
Entry Spread Now
+0.050%
In your favorL ask 4,041.49 · S bid 4,043.5+$4.97 at entry
24h range −0.03%…+0.18% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.53
−0.06%
$Avg Daily PnL
+$6.20
+0.0620%
★Best Day
+$8.06
Aug 2
◎Open Interest
Variational$34.56M
BloFin$2.78M⚡Funding APR
+22.61%
annualized · funding only
⚠Execution Cost
−$17.92
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Variational$3.54MBloFin$727.4KLoading 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 (−$17.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.