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updated 4:34:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.48%
3d Period Avg+5.46%
LONG Hotcoin · now
+5.48%
3d avg:+5.74%
SHORT Toobit · nowSOMI-SWAP-USDT
+10.96%
3d avg:+11.20%
Entry Spread Now
−0.108%
Eaten by executionL 0.09280 · S 0.09270−$10.78 if it converges
24h range −0.33%…+0.33% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.51
−0.20%
$Avg Daily PnL
+$1.12
+0.0112%
★Best Day
+$1.58
Aug 16
◎Open Interest
Hotcoin$103.3K
Toobit$32.4K⚡Funding APR
+4.10%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
21.4d
to break even
◧24h Volume
Hotcoin—Toobit$532.6KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.