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updated 7:20:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.43%
3d Period Avg+43.57%
LONG WEEX · now
+10.96%
3d avg:+10.96%
SHORT Toobit · nowCOAI-SWAP-USDT
+72.39%
3d avg:+54.53%
Entry Spread Now
+0.035%
Eaten by executionL 0.3182 · S 0.3183+$3.46 if it converges
24h range −0.41%…+0.59% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.79
+0.08%
$Avg Daily PnL
+$8.95
+0.0895%
★Best Day
+$15.21
Aug 16
◎Open Interest
WEEX$39.60M
Toobit$58.0K⚡Funding APR
+32.66%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
WEEX$216.4KToobit$2.47MLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.