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updated 12:36:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.71%
3d Period Avg+1.88%
LONG Gate.io · now
−3.73%
3d avg:−0.81%
SHORT Toobit · nowSNX-SWAP-USDT
+10.98%
3d avg:+1.07%
Entry Spread Now
+0.405%
In your favorL 0.1975 · S 0.1983+$40.51 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
−$20.68
−0.21%
$Avg Daily PnL
+$0.33
+0.0033%
★Best Day
+$1.87
Aug 13
◎Open Interest
Gate.io$317.6K
Toobit$39.0K⚡Funding APR
+1.20%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.2mo
to break even
◧24h Volume
Gate.io$10.2KToobit$155.3KLoading 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.