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updated 7:22:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~27d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.29%
3d Period Avg+2.19%
LONG Toobit · nowHK50-SWAP-USDT
+7.67%
3d avg:+1.46%
SHORT LBank · now
+10.96%
3d avg:+3.65%
Entry Spread Now
−0.131%
Against youL 3,244.75 · S 3,240.5−$13.10 if it converges
24h range −0.15%…+0.17% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$24.20
−0.24%
$Avg Daily PnL
−$0.05
−0.0005%
★Best Day
+$2.60
Aug 17
◎Open Interest
⚡Funding APR
−0.18%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.