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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 ~1.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.74%
7d Period Avg+20.26%
swing±27.93%
LONG Variational · now
−28.91%
7d avg:+4.51%
SHORT BloFin · now
+43.83%
7d avg:+24.77%
Entry Spread Now
+0.382%
In your favorL 1.5266 · S 1.5324+$38.16 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
+$12.32
+0.12%
$Avg Daily PnL
+$5.55
+0.0555%
★Best Day
+$9.00
Nov 12
◎Open Interest
Variational$3.43M
BloFin$1.10M⚡Funding APR
+20.25%
annualized · funding only
⚠Execution Cost
−$26.51
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Variational$1.34MBloFin$202.4KLoading 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 (−$26.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.