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updated 9:32:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−7.98%
LONG WEEX · now
−1.62%
3d avg:+7.98%
SHORT Toobit · nowEBAY-SWAP-USDT
−1.62%
3d avg:+0.00%
Entry Spread Now
+0.049%
Eaten by executionL 101.5100 · S 101.5600+$4.93 if it converges
24h range −0.38%…+0.79% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$84.64
−0.85%
$Avg Daily PnL
−$2.18
−0.0218%
★Best Day
+$3.06
Aug 15
◎Open Interest
⚡Funding APR
−7.97%
annualized · funding only
⚠Execution Cost
−$78.09
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 (−$78.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.