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updated 6:17:48 AMFunding Arbitrage Backtester
Size$
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
+193.07%
3d Period Avg+182.66%
LONG Toobit · nowLIT2-SWAP-USDT
−139.80%
3d avg:−130.81%
SHORT BloFin · now
+53.27%
3d avg:+51.85%
Entry Spread Now
−0.219%
Against youL 2.3748 · S 2.3696−$21.90 if it converges
24h range −0.49%…+0.52% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$126.03
+1.26%
$Avg Daily PnL
+$37.51
+0.3751%
★Best Day
+$54.83
Aug 15
◎Open Interest
Toobit$68.8K
BloFin$944.7K⚡Funding APR
+136.90%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
15.4h
to break even
◧24h Volume
Toobit$173.51MBloFin$562.7KLoading 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.