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updated 2:38:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.79%
30d Period Avg+22.29%
LONG Bybit · now
−54.37%
30d avg:+2.27%
SHORT Toobit · nowENSO-SWAP-USDT
+22.42%
30d avg:+24.56%
Entry Spread Now
−0.075%
Eaten by executionL 0.8015 · S 0.8009−$7.49 if it converges
24h range −0.73%…+0.51% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$160.12
+1.60%
$Avg Daily PnL
+$5.91
+0.0591%
★Best Day
+$23.18
Aug 16
◎Open Interest
Bybit$1.89M
Toobit$37.2K⚡Funding APR
+21.56%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Bybit$1.68MToobit$2.28MLoading 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.