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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.83%
30d Period Avg+17.58%
swing±34.69%
LONG Gate.io · now
+10.96%
30d avg:+9.71%
SHORT Toobit · nowGENIUS-SWAP-USDT
+81.79%
30d avg:+27.29%
Entry Spread Now
+0.031%
Eaten by executionL 0.3261 · S 0.3262+$3.07 if it converges
24h range +0.00%…+0.56% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$112.51
+1.13%
$Avg Daily PnL
+$4.65
+0.0465%
★Best Day
+$21.94
Sep 19
◎Open Interest
⚡Funding APR
+16.97%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.8d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.