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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.17%
7d Period Avg+95.43%
swing±16.39%
LONG Gate.io · now
+10.96%
7d avg:+11.63%
SHORT Toobit · nowPIEVERSE-SWAP-USDT
+80.12%
7d avg:+107.06%
Entry Spread Now
+0.093%
Eaten by executionL 1.2931 · S 1.2943+$9.28 if it converges
24h range −0.24%…+0.42% · median +0.11%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$155.91
+1.56%
$Avg Daily PnL
+$26.13
+0.2613%
★Best Day
+$32.45
Oct 6
◎Open Interest
⚡Funding APR
+95.37%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.0d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.