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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+259.09%
3d Period Avg−21.31%
swing±161.23%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT Toobit · nowCSOPSAMSUNG2L-SWAP-USDT
+259.09%
3d avg:−21.31%
Entry Spread Now
+0.376%
In your favorL 10.3610 · S 10.4000+$37.64 if it converges
24h range −0.48%…+0.48% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$44.50
−0.45%
$Avg Daily PnL
−$5.84
−0.0584%
★Best Day
+$21.94
Oct 1
◎Open Interest
⚡Funding APR
−21.30%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.