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updated 2:36:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+97.93%
30d Period Avg+20.99%
LONG Toobit · nowSAPIEN-SWAP-USDT
−1.73%
30d avg:+6.29%
SHORT Gate.io · now
+96.21%
30d avg:+27.28%
Entry Spread Now
+0.000%
NeutralL 0.07708 · S 0.07708
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
+$150.39
+1.50%
$Avg Daily PnL
+$5.56
+0.0556%
★Best Day
+$26.63
Aug 10
◎Open Interest
Toobit$53.4K
Gate.io$848.8K⚡Funding APR
+20.30%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Toobit$2.48MGate.io$30.7KLoading 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.