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updated 3:09:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3270.25%
3d Period Avg+32.02%
LONG Bitunix · now
−3311.36%
3d avg:+1.49%
SHORT Toobit · nowMON-SWAP-USDT
−41.11%
3d avg:+33.51%
Entry Spread Now
−0.097%
Eaten by executionL 0.02067 · S 0.02065−$9.68 if it converges
24h range −0.65%…+0.32% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.30
+0.02%
$Avg Daily PnL
+$6.57
+0.0657%
★Best Day
+$27.26
Jul 23
◎Open Interest
⚡Funding APR
+24.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.6d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.