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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+206.58%
30d Period Avg+104.58%
swing±114.36%
LONG Gate.io · now
+0.00%
30d avg:+4.46%
SHORT Toobit · nowHOOD2-SWAP-USDT
+206.58%
30d avg:+109.04%
Entry Spread Now
−0.009%
NeutralL 111.2200 · S 111.2100
24h range −0.40%…+0.46% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$818.09
+8.18%
$Avg Daily PnL
+$28.17
+0.2817%
★Best Day
+$95.88
Sep 10
◎Open Interest
⚡Funding APR
+102.82%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
23.0h
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.