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updated 4:02:48 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.15%
3d Period Avg+1.45%
LONG BloFin · now
+17.19%
3d avg:+7.39%
SHORT Toobit · nowBREV-SWAP-USDT
+12.05%
3d avg:+8.84%
Entry Spread Now
+0.090%
Eaten by executionL 0.06655 · S 0.06661+$9.02 if it converges
24h range −0.21%…+0.39% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.87
−0.23%
$Avg Daily PnL
+$0.28
+0.0028%
★Best Day
+$0.74
Aug 16
◎Open Interest
BloFin$117.5K
Toobit$10.7K⚡Funding APR
+1.03%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.8mo
to break even
◧24h Volume
BloFin$1.5KToobit$3.21MLoading 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.