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updated 6:18:48 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+129.54%
3d Period Avg+44.64%
LONG CoinW · now
−18.56%
3d avg:−1.24%
SHORT Toobit · nowCRCL-SWAP-USDT
+110.99%
3d avg:+43.40%
Entry Spread Now
−0.181%
Eaten by executionL 71.9300 · S 71.8000−$18.07 if it converges
24h range −0.39%…+0.01% · median −0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.73
−0.14%
$Avg Daily PnL
+$9.17
+0.0917%
★Best Day
+$13.93
Aug 15
◎Open Interest
CoinW—
Toobit$86.7K⚡Funding APR
+33.46%
annualized · funding only
⚠Execution Cost
−$50.39
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
CoinW—Toobit$775.7KLoading 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 (−$50.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.