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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+116.81%
swing±80.62%
LONG Gate.io · now
+10.96%
7d avg:+7.39%
SHORT Toobit · nowAIN-SWAP-USDT
+10.96%
7d avg:+124.20%
Entry Spread Now
+0.245%
In your favorL 0.04484 · S 0.04495+$24.53 if it converges
24h range −1.92%…+0.58% · median −0.15%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$196.86
+1.97%
$Avg Daily PnL
+$31.98
+0.3198%
★Best Day
+$63.66
Oct 5
◎Open Interest
⚡Funding APR
+116.72%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
20.2h
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.