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updated 3:54:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.70%
3d Period Avg+31.46%
LONG Toobit · nowSAPIEN-SWAP-USDT
−1.73%
3d avg:−1.74%
SHORT Gate.io · now
+49.97%
3d avg:+29.72%
Entry Spread Now
+0.311%
In your favorL 0.07728 · S 0.07752+$31.06 if it converges
24h range −0.30%…+0.48% · median +0.26%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$3.84
+0.04%
$Avg Daily PnL
+$6.46
+0.0646%
★Best Day
+$12.41
Aug 16
◎Open Interest
Toobit$53.6K
Gate.io$853.5K⚡Funding APR
+23.58%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Toobit$2.48MGate.io$26.3KLoading 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.