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updated 2:12:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.66%
1d Period Avg−27.21%
LONG Toobit · nowDASH-SWAP-USDT
−78.38%
1d avg:+46.63%
SHORT HTX · now
+24.27%
1d avg:+19.42%
Entry Spread Now
+0.234%
In your favorL 34.1400 · S 34.2200+$23.43 if it converges
24h range +0.22%…+0.99% · median +0.53%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$29.45
−0.29%
$Avg Daily PnL
−$3.72
−0.0372%
★Best Day
−$1.10
Jul 16
◎Open Interest
⚡Funding APR
−13.60%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.