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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 ~8.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.38%
7d Period Avg+4.35%
swing±9.73%
LONG Toobit · nowBTW-SWAP-USDT
−10.28%
7d avg:+12.27%
SHORT MEXC · now
+1.10%
7d avg:+16.62%
Entry Spread Now
−0.012%
NeutralL 1.6760 · S 1.6758
24h range −1.21%…+6.51% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$19.09
−0.19%
$Avg Daily PnL
+$1.19
+0.0119%
★Best Day
+$5.70
Oct 10
◎Open Interest
⚡Funding APR
+4.35%
annualized · funding only
⚠Execution Cost
−$27.43
entry + exit fees
⏱Payback
23.0d
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 (−$27.43 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.