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updated 4:40:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+198.58%
3d Period Avg+8.35%
LONG Gate.io · now
−187.59%
3d avg:−3.69%
SHORT Toobit · nowJST-SWAP-USDT
+10.99%
3d avg:+4.66%
Entry Spread Now
+0.055%
Eaten by executionL 0.1088 · S 0.1088+$5.52 if it converges
24h range −0.31%…+0.11% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.99
−0.12%
$Avg Daily PnL
+$2.50
+0.0250%
★Best Day
+$8.03
Aug 17
◎Open Interest
Gate.io$127.7K
Toobit$29.7K⚡Funding APR
+9.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Gate.io$28.8KToobit$1.11MLoading 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.