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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+170.80%
7d Period Avg+75.74%
swing±128.21%
LONG Toobit · nowBTW-SWAP-USDT
−84.52%
7d avg:+36.25%
SHORT Binance Futures · now
+86.28%
7d avg:+111.99%
Entry Spread Now
−0.016%
NeutralL 1.2151 · S 1.2149
24h range −2.35%…+0.47% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$100.06
+1.00%
$Avg Daily PnL
+$20.74
+0.2074%
★Best Day
+$57.97
Sep 24
◎Open Interest
⚡Funding APR
+75.69%
annualized · funding only
⚠Execution Cost
−$45.10
entry + exit fees
⏱Payback
2.2d
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 (−$45.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.