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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 ~9.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.67%
7d Period Avg+122.00%
swing±220.58%
LONG Toobit · nowCOTI-SWAP-USDT
−152.28%
7d avg:−117.48%
SHORT Hotcoin · now
−142.61%
7d avg:+4.52%
Entry Spread Now
−0.107%
Eaten by executionL 0.01490 · S 0.01489−$10.74 if it converges
24h range −0.45%…+0.32% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$149.01
+1.49%
$Avg Daily PnL
+$24.72
+0.2472%
★Best Day
+$75.22
Sep 24
◎Open Interest
⚡Funding APR
+90.21%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
23.3h
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.