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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−18.26%
3d Period Avg−22.34%
swing±9.39%
LONG BloFin · now
+37.26%
3d avg:+36.51%
SHORT Toobit · nowASTER-SWAP-USDT
+18.99%
3d avg:+14.17%
Entry Spread Now
+0.083%
Eaten by executionL 0.7228 · S 0.7234+$8.30 if it converges
24h range −0.26%…+0.48% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$53.14
−0.53%
$Avg Daily PnL
−$6.12
−0.0612%
★Best Day
−$0.83
Sep 28
◎Open Interest
⚡Funding APR
−22.33%
annualized · funding only
⚠Execution Cost
−$34.79
entry + exit fees
⏱Payback
never
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 (−$34.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.