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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+353.21%
3d Period Avg+248.31%
swing±199.98%
LONG N1 · now
−1.75%
3d avg:+0.29%
SHORT Toobit · nowASTER-SWAP-USDT
+351.45%
3d avg:+248.60%
Entry Spread Now
−0.043%
Eaten by executionL 0.6919 · S 0.6916−$4.34 if it converges
24h range −3.61%…+0.53% · median −0.03%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$178.55
+1.79%
$Avg Daily PnL
+$50.68
+0.5068%
★Best Day
+$81.19
Sep 22
◎Open Interest
⚡Funding APR
+184.97%
annualized · funding only
⚠Execution Cost
−$24.15
entry + exit fees
⏱Payback
11.5h
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 (−$24.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.