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updated —ZRO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.06%
3d Period Avg+33.65%
swing±19.63%
LONG Variational · now
−15.23%
3d avg:+5.02%
SHORT BloFin · now
+43.83%
3d avg:+38.67%
Entry Spread Now
−0.085%
Eaten by executionL 1.5337 · S 1.5324−$8.48 if it converges
24h range −0.99%…+1.03% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.14
+0.01%
$Avg Daily PnL
+$9.21
+0.0921%
★Best Day
+$9.00
Nov 12
◎Open Interest
Variational$3.46M
BloFin$1.11M⚡Funding APR
+33.63%
annualized · funding only
⚠Execution Cost
−$26.50
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
Variational$1.31MBloFin$207.5KLoading 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 (−$26.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.