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updated 5:03:30 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
+183.73%
30d Period Avg+56.87%
LONG Toobit · nowLIT2-SWAP-USDT
−127.98%
30d avg:−22.48%
SHORT BloFin · now
+55.75%
30d avg:+34.39%
Entry Spread Now
+0.085%
Eaten by executionL 2.3653 · S 2.3673+$8.46 if it converges
24h range −0.49%…+0.52% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$443.13
+4.43%
$Avg Daily PnL
+$15.07
+0.1507%
★Best Day
+$66.93
Aug 13
◎Open Interest
Toobit$99.8K
BloFin$939.6K⚡Funding APR
+55.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.6d
to break even
◧24h Volume
Toobit$173.06MBloFin$571.3KLoading 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.