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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 ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.04%
30d Period Avg+16.29%
swing±23.67%
LONG Toobit · nowSKHY-SWAP-USDT
−17.89%
30d avg:−13.65%
SHORT BloFin · now
+13.15%
30d avg:+2.64%
Entry Spread Now
+0.005%
NeutralL 188.4700 · S 188.4800
24h range −0.59%…+0.52% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$108.06
+1.08%
$Avg Daily PnL
+$4.46
+0.0446%
★Best Day
+$18.85
Sep 18
◎Open Interest
⚡Funding APR
+16.28%
annualized · funding only
⚠Execution Cost
−$25.76
entry + exit fees
⏱Payback
5.8d
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 (−$25.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.