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updated 4:33:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.30%
3d Period Avg+51.36%
LONG Bybit · now
+10.96%
3d avg:−15.53%
SHORT Toobit · nowENSO-SWAP-USDT
+58.26%
3d avg:+35.83%
Entry Spread Now
−0.111%
Eaten by executionL 0.8134 · S 0.8125−$11.06 if it converges
24h range −0.52%…+0.51% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$19.19
+0.19%
$Avg Daily PnL
+$10.55
+0.1055%
★Best Day
+$23.18
Aug 16
◎Open Interest
Bybit$1.97M
Toobit$44.5K⚡Funding APR
+38.50%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
Bybit$1.65MToobit$2.24MLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.