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updated 11:16:22 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.60%
1d Period Avg+11.31%
LONG Gate.io · now
−11.61%
1d avg:−0.33%
SHORT Toobit · nowSNX-SWAP-USDT
+10.98%
1d avg:+10.98%
Entry Spread Now
+0.304%
In your favorL 0.1972 · S 0.1978+$30.43 if it converges
24h range −0.10%…+0.61% · median +0.35%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.65
−0.21%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$1.35
Aug 15
◎Open Interest
Gate.io$317.0K
Toobit$38.9K⚡Funding APR
+2.47%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
Gate.io$10.6KToobit$163.7KLoading 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.