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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.75%
3d Period Avg+4.13%
swing±5.92%
LONG Gate.io · now
+10.96%
3d avg:+2.51%
SHORT Toobit · nowDASH-SWAP-USDT
+7.20%
3d avg:+6.64%
Entry Spread Now
−0.154%
Against youL 51.8200 · S 51.7400−$15.44 if it converges
24h range −0.33%…+0.17% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.60
−0.24%
$Avg Daily PnL
+$1.13
+0.0113%
★Best Day
+$2.87
Oct 9
◎Open Interest
⚡Funding APR
+4.13%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
23.8d
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.