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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β10.55%
3d Period Avg+12.87%
swingΒ±32.36%
LONG Gate.io Β· now
+3.94%
3d avg:β65.26%
SHORT Toobit Β· nowORCA-SWAP-USDT
β6.60%
3d avg:β52.39%
Entry Spread Now
+0.427%
In your favorL 2.3161 Β· S 2.3260+$42.74 if it converges
24h range β0.83%β¦+0.44% Β· median β0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$16.43
β0.16%
$Avg Daily PnL
+$3.52
+0.0352%
β
Best Day
+$7.11
Oct 10
βOpen Interest
Gate.io$521.5K
Toobit$1.08Mβ‘Funding APR
+12.86%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
7.7d
to break even
β§24h Volume
Gate.io$787.0KToobit$2.06MLoading Cumulative PnLβ¦
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 (β$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.