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updated 11:21:59 AMFunding Arbitrage Backtester
Size per leg$
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
+160.19%
7d Period Avg+160.98%
swing±134.07%
LONG N1 · now
−42.08%
7d avg:−52.30%
SHORT Toobit · nowMON-SWAP-USDT
+118.12%
7d avg:+108.68%
Entry Spread Now
+0.437%
In your favorL 0.02221 · S 0.02231+$43.67 if it converges
24h range −0.22%…+2.38% · median +0.25%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$235.05
+2.35%
$Avg Daily PnL
+$32.13
+0.3213%
★Best Day
+$55.44
Sep 14
◎Open Interest
N1$13.3K
Toobit$45.7K⚡Funding APR
+117.28%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.3h
to break even
◧24h Volume
N1$7.2KToobit$805.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.