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updated 3:24:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+89.01%
30d Period Avg+9.83%
LONG Gate.io · now
−78.02%
30d avg:−25.98%
SHORT Toobit · nowJST-SWAP-USDT
+10.99%
30d avg:−16.15%
Entry Spread Now
−0.083%
Eaten by executionL 0.1090 · S 0.1090−$8.25 if it converges
24h range −0.42%…+0.11% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$59.39
+0.59%
$Avg Daily PnL
+$2.63
+0.0263%
★Best Day
+$18.04
Jul 31
◎Open Interest
Gate.io$128.1K
Toobit$29.6K⚡Funding APR
+9.58%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.4d
to break even
◧24h Volume
Gate.io$36.0KToobit$1.16MLoading 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.