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updated 3:58:11 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.92%
3d Period Avg+30.50%
LONG BloFin · now
+13.73%
3d avg:+10.26%
SHORT Toobit · nowOPG-SWAP-USDT
+65.64%
3d avg:+40.76%
Entry Spread Now
−0.103%
Eaten by executionL 0.09750 · S 0.09740−$10.26 if it converges
24h range −1.31%…+0.80% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.05
+0.01%
$Avg Daily PnL
+$6.26
+0.0626%
★Best Day
+$15.54
Aug 14
◎Open Interest
BloFin$207.1K
Toobit$21.1K⚡Funding APR
+22.86%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.8d
to break even
◧24h Volume
BloFin$16.7KToobit$1.59MLoading 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.