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updated 2:01:16 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+123.14%
3d Period Avg+45.93%
LONG Toobit · nowCAT2-SWAP-USDT
−101.23%
3d avg:−51.03%
SHORT MEXC · nowCATSTOCK_USDT
+21.92%
3d avg:−5.10%
Entry Spread Now
−0.061%
Eaten by executionL 817.6900 · S 817.1900−$6.11 if it converges
24h range −0.47%…+0.93% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$23.73
+0.24%
$Avg Daily PnL
+$9.43
+0.0943%
★Best Day
+$42.74
Jul 28
◎Open Interest
⚡Funding APR
+34.42%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.5d
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.