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updated 10:34:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.55%
30d Period Avg−47.47%
LONG Toobit · nowKGEN-SWAP-USDT
−20.67%
30d avg:+71.00%
SHORT BloFin · now
+8.88%
30d avg:+23.53%
Entry Spread Now
−0.058%
Eaten by executionL 0.1733 · S 0.1732−$5.77 if it converges
24h range −0.64%…+0.40% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$413.90
−4.14%
$Avg Daily PnL
−$12.58
−0.1258%
★Best Day
+$9.23
Aug 16
◎Open Interest
Toobit$78.0K
BloFin$347.0K⚡Funding APR
−45.91%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$3.48MBloFin$7.4KLoading 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.