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updated —COIN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.92%
3d Period Avg+24.86%
swing±27.99%
LONG Variational · now
+0.00%
3d avg:−0.84%
SHORT Toobit · nowCOIN-SWAP-USDT
+21.92%
3d avg:+24.02%
Entry Spread Now
+0.050%
Eaten by executionL 124.0475 · S 124.1100+$5.04 if it converges
24h range −0.51%…+0.36% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.41
+0.08%
$Avg Daily PnL
+$6.81
+0.0681%
★Best Day
+$9.86
Nov 13
◎Open Interest
Variational$1.20M
Toobit$5.97M⚡Funding APR
+24.84%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Variational$401.0KToobit$16.07MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.