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updated 7:32:16 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.28%
3d Period Avg+8.34%
LONG Toobit · nowA-SWAP-USDT
−0.01%
3d avg:+1.21%
SHORT BloFin · now
+8.27%
3d avg:+9.55%
Entry Spread Now
+0.408%
In your favorL 0.06120 · S 0.06145+$40.85 if it converges
24h range −0.44%…+0.21% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.16
−0.17%
$Avg Daily PnL
+$1.71
+0.0171%
★Best Day
+$2.47
Aug 15
◎Open Interest
⚡Funding APR
+6.24%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
14.0d
to break even
◧24h Volume
Loading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.