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updated 8:41:36 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.07%
3d Period Avg+27.80%
LONG NADO · nowGBPUSD-PERP
+4.60%
3d avg:−19.19%
SHORT Toobit · nowGBPUSD-SWAP-USDT
+7.67%
3d avg:+8.61%
Entry Spread Now
−0.095%
Eaten by executionL 1.3388 · S 1.3375−$9.49 if it converges
24h range −0.20%…+0.02% · median −0.10%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.97
+0.02%
$Avg Daily PnL
+$6.99
+0.0699%
★Best Day
+$11.06
Jul 20
◎Open Interest
⚡Funding APR
+25.51%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Loading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.