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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+315.64%
30d Period Avg−8.03%
swing±143.80%
LONG Gate.io · now
+0.00%
30d avg:−1.60%
SHORT Toobit · nowCSOPSKHYNIX2L-SWAP-USDT
+315.64%
30d avg:−9.63%
Entry Spread Now
−0.248%
Against youL 5.2410 · S 5.2280−$24.80 if it converges
24h range −0.59%…+0.54% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$105.09
−1.05%
$Avg Daily PnL
−$2.60
−0.0260%
★Best Day
+$27.72
Sep 17
◎Open Interest
⚡Funding APR
−9.50%
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.