← Back to Screener
updated 12:59:48 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+115.71%
3d Period Avg+234.15%
swing±165.35%
LONG N1 · now
−14.03%
3d avg:−114.54%
SHORT Toobit · nowMON-SWAP-USDT
+101.68%
3d avg:+119.61%
Entry Spread Now
−0.081%
Eaten by executionL 0.02219 · S 0.02217−$8.11 if it converges
24h range −0.36%…+2.38% · median +0.24%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$114.32
+1.14%
$Avg Daily PnL
+$34.08
+0.3408%
★Best Day
+$55.44
Sep 14
◎Open Interest
N1$13.3K
Toobit$45.4K⚡Funding APR
+124.39%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
15.6h
to break even
◧24h Volume
N1$7.2KToobit$807.2KLoading 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.