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updated 9:06:13 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg−19.05%
LONG Gate.io · nowEURUSD_USDT
+10.96%
3d avg:+7.09%
SHORT Toobit · nowEUR-SWAP-USDT
+21.92%
3d avg:−11.96%
Entry Spread Now
+0.303%
In your favorL 1.1555 · S 1.1590+$30.29 if it converges
24h range +0.16%…+0.45% · median +0.35%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$38.08
−0.38%
$Avg Daily PnL
−$5.36
−0.0536%
★Best Day
−$0.48
Aug 17
◎Open Interest
Gate.io$158.0K
Toobit$38.2K⚡Funding APR
−19.56%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$12.3KToobit$1.38MLoading 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.