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updated 2:44:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.60%
30d Period Avg+0.10%
LONG Toobit · nowAWE-SWAP-USDT
−0.01%
30d avg:+9.00%
SHORT BloFin · now
+7.59%
30d avg:+9.10%
Entry Spread Now
−0.066%
Eaten by executionL 0.06047 · S 0.06043−$6.61 if it converges
24h range −0.52%…+0.14% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.22
−0.23%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$2.31
Aug 15
◎Open Interest
Toobit$39.1K
BloFin$303.5K⚡Funding APR
+0.09%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
31.7mo
to break even
◧24h Volume
Toobit$643.8KBloFin$13.2KLoading 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.