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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 ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.15%
3d Period Avg+27.50%
swing±12.74%
LONG Variational · now
+10.96%
3d avg:+6.74%
SHORT BloFin · now
+40.10%
3d avg:+34.24%
Entry Spread Now
+0.004%
NeutralL ask 4,163.83 · S bid 4,164
24h range −0.05%…+0.15% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.32
+0.04%
$Avg Daily PnL
+$7.53
+0.0753%
★Best Day
+$7.53
Sep 29
◎Open Interest
Variational$28.26M
BloFin$2.91M⚡Funding APR
+27.48%
annualized · funding only
⚠Execution Cost
−$18.27
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Variational$222.3KBloFin$964.1KLoading 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 (−$18.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.