← Back to Screener
updated 7:31:41 AMFunding Arbitrage Backtester
Size$
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
+28.49%
30d Period Avg+23.92%
LONG Variational · now
−15.26%
30d avg:+2.07%
SHORT BloFin · now
+13.23%
30d avg:+25.99%
Entry Spread Now
+0.100%
In your favorL 4,375.45 · S 4,379.8+$9.95 if it converges
24h range −0.02%…+0.14% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$178.74
+1.79%
$Avg Daily PnL
+$6.34
+0.0634%
★Best Day
+$13.72
Jul 25
◎Open Interest
Variational$34.87M
BloFin$2.18M⚡Funding APR
+23.12%
annualized · funding only
⚠Execution Cost
−$17.65
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Variational$2.36MBloFin$918.5KLoading 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 (−$17.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.