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updated 4:34:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.85%
3d Period Avg+15.94%
LONG BloFin · now
+14.45%
3d avg:+11.14%
SHORT Toobit · nowAIGENSYN-SWAP-USDT
+27.30%
3d avg:+27.08%
Entry Spread Now
−0.048%
Eaten by executionL 0.02067 · S 0.02066−$4.84 if it converges
24h range −0.34%…+0.19% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.91
−0.11%
$Avg Daily PnL
+$3.27
+0.0327%
★Best Day
+$5.34
Aug 16
◎Open Interest
⚡Funding APR
+11.94%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
7.3d
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.