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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 ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.52%
7d Period Avg+133.09%
swing±182.17%
LONG Hotcoin · now
+10.49%
7d avg:+10.51%
SHORT Toobit · nowASTER-SWAP-USDT
+18.01%
7d avg:+143.60%
Entry Spread Now
+0.014%
NeutralL 0.7177 · S 0.7178
24h range −0.22%…+0.12% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$230.62
+2.31%
$Avg Daily PnL
+$36.94
+0.3694%
★Best Day
+$80.07
Sep 22
◎Open Interest
⚡Funding APR
+134.84%
annualized · funding only
⚠Execution Cost
−$27.98
entry + exit fees
⏱Payback
18.2h
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 (−$27.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.