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updated 2:41:28 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
+199.63%
30d Period Avg+26.98%
LONG Gate.io · now
−23.45%
30d avg:+7.85%
SHORT Toobit · nowEDEN-SWAP-USDT
+176.18%
30d avg:+34.83%
Entry Spread Now
−0.094%
Eaten by executionL 0.04278 · S 0.04274−$9.35 if it converges
24h range −1.38%…+0.83% · median −0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$199.60
+2.00%
$Avg Daily PnL
+$7.15
+0.0715%
★Best Day
+$58.63
Aug 15
◎Open Interest
Gate.io$215.9K
Toobit$111.1K⚡Funding APR
+26.09%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Gate.io$370.4KToobit$2.02MLoading 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.