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updated 9:02:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.71%
3d Period Avg+25.39%
LONG Variational · now
+9.17%
3d avg:+4.24%
SHORT BloFin · now
+53.88%
3d avg:+29.63%
Entry Spread Now
+0.047%
In your favorL ask 4,041.31 · S bid 4,043.2+$4.68 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
+$3.64
+0.04%
$Avg Daily PnL
+$5.39
+0.0539%
★Best Day
+$8.38
Aug 2
◎Open Interest
Variational$34.40M
BloFin$2.79M⚡Funding APR
+19.68%
annualized · funding only
⚠Execution Cost
−$17.92
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Variational$3.70MBloFin$750.1KLoading 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 (−$17.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.