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updated 2:29:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.82%
3d Period Avg+40.38%
LONG Gate.io · nowCOINX_USDT
+10.96%
3d avg:+4.29%
SHORT Toobit · nowCOIN-SWAP-USDT
+40.78%
3d avg:+44.67%
Entry Spread Now
+0.080%
Eaten by executionL 149.2500 · S 149.3700+$8.04 if it converges
24h range −0.06%…+0.21% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$10.11
+0.10%
$Avg Daily PnL
+$8.03
+0.0803%
★Best Day
+$13.24
Aug 15
◎Open Interest
Gate.io$5.20M
Toobit$57.8K⚡Funding APR
+29.30%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Gate.io$469.1KToobit$952.8KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.