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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.39%
3d Period Avg+120.51%
swing±42.01%
LONG Toobit · nowLIT2-SWAP-USDT
−84.43%
3d avg:−123.68%
SHORT OKX · nowLIT-USDT-SWAP
+10.96%
3d avg:−3.17%
Entry Spread Now
+0.098%
Eaten by executionL 4.5750 · S 4.5795+$9.84 if it converges
24h range −0.07%…+0.26% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$76.98
+0.77%
$Avg Daily PnL
+$32.99
+0.3299%
★Best Day
+$38.72
Sep 25
◎Open Interest
⚡Funding APR
+120.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.1h
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.