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updated 2:42:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.31%
30d Period Avg+32.99%
LONG Toobit · nowBABA-SWAP-USDT
−20.21%
30d avg:−19.49%
SHORT trade[XYZ] · nowxyz:BABA
+37.09%
30d avg:+13.50%
Entry Spread Now
+0.321%
In your favorL 124.5800 · S 124.9800+$32.11 if it converges
24h range −0.08%…+0.44% · median +0.27%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$241.07
+2.41%
$Avg Daily PnL
+$8.74
+0.0874%
★Best Day
+$20.41
Jul 19
◎Open Interest
⚡Funding APR
+31.92%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
3.4d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.