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updated 11:17:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.53%
1d Period Avg+52.74%
LONG Hotcoin · now
+5.48%
1d avg:+37.32%
SHORT Toobit · nowBAN-SWAP-USDT
+11.01%
1d avg:+90.06%
Entry Spread Now
+0.125%
In your favorL 0.07177 · S 0.07186+$12.54 if it converges
24h range −0.07%…+0.52% · median +0.10%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.74
−0.12%
$Avg Daily PnL
+$6.13
+0.0613%
★Best Day
+$11.78
Aug 15
◎Open Interest
Hotcoin$560.6K
Toobit$18.0K⚡Funding APR
+22.37%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Hotcoin—Toobit$184.1KLoading 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.