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updated 9:13:38 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+225.33%
1d Period Avg+280.32%
swing±38.37%
LONG Toobit · nowBTW-SWAP-USDT
−139.86%
1d avg:−168.88%
SHORT Gate.io · now
+85.47%
1d avg:+111.44%
Entry Spread Now
−0.459%
Against youL 0.7114 · S 0.7081−$45.92 if it converges
24h range −1.57%…+1.37% · median −0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$49.75
+0.50%
$Avg Daily PnL
+$38.37
+0.3837%
★Best Day
+$40.92
Sep 17
◎Open Interest
Toobit$79.4K
Gate.io$3.50M⚡Funding APR
+140.07%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
16.8h
to break even
◧24h Volume
Toobit$34.81MGate.io$4.37MLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.