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updated 8:01:02 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−81.91%
3d Period Avg−26.08%
LONG Variational · now
+0.00%
3d avg:+0.00%
SHORT Toobit · nowPLTR-SWAP-USDT
−81.91%
3d avg:−26.08%
Entry Spread Now
−0.057%
Eaten by executionL 172.6880 · S 172.5900−$5.67 if it converges
24h range −0.23%…+0.76% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$35.16
−0.35%
$Avg Daily PnL
−$5.35
−0.0535%
★Best Day
+$0.00
Aug 14
◎Open Interest
⚡Funding APR
−19.55%
annualized · funding only
⚠Execution Cost
−$13.74
entry + exit fees
⏱Payback
never
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 (−$13.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.