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updated 10:29:43 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.95%
3d Period Avg+134.40%
swing±135.91%
LONG Toobit · nowBTW-SWAP-USDT
+37.92%
3d avg:−41.18%
SHORT Gate.io · now
+48.87%
3d avg:+93.22%
Entry Spread Now
−0.077%
Eaten by executionL 0.7022 · S 0.7017−$7.66 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
+$83.39
+0.83%
$Avg Daily PnL
+$27.60
+0.2760%
★Best Day
+$53.26
Sep 16
◎Open Interest
Toobit$92.5K
Gate.io$3.44M⚡Funding APR
+100.73%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
23.5h
to break even
◧24h Volume
Toobit$34.22MGate.io$4.45MLoading 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.