← Back to Screener
updated 4:33:29 AMFunding Arbitrage Backtester
Size$
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
+193.12%
3d Period Avg+184.69%
LONG Gate.io · now
+4.38%
3d avg:−34.88%
SHORT Toobit · nowEDEN-SWAP-USDT
+197.51%
3d avg:+149.81%
Entry Spread Now
+0.156%
In your favorL 0.04474 · S 0.04481+$15.65 if it converges
24h range −1.38%…+0.83% · median −0.09%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$122.22
+1.22%
$Avg Daily PnL
+$36.05
+0.3605%
★Best Day
+$58.63
Aug 15
◎Open Interest
Gate.io$226.6K
Toobit$122.4K⚡Funding APR
+131.60%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.6h
to break even
◧24h Volume
Gate.io$354.5KToobit$1.96MLoading 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.