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updated 6:45:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+511.97%
1d Period Avg+56.06%
LONG Bitget · now
−496.81%
1d avg:−273.72%
SHORT Toobit · nowCOW-SWAP-USDT
+15.16%
1d avg:−217.66%
Entry Spread Now
−0.091%
Eaten by executionL 0.1101 · S 0.1100−$9.08 if it converges
24h range −1.66%…+1.06% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.65
−0.09%
$Avg Daily PnL
+$7.67
+0.0767%
★Best Day
+$20.56
Aug 17
◎Open Interest
Bitget$986.9K
Toobit$119.9K⚡Funding APR
+28.01%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Bitget$3.47MToobit$6.28MLoading 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.