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updated 3:58:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.96%
3d Period Avg+10.50%
LONG Toobit · nowSPK-SWAP-USDT
−0.06%
3d avg:−0.07%
SHORT BloFin · now
+11.90%
3d avg:+10.43%
Entry Spread Now
−0.069%
Eaten by executionL 0.01441 · S 0.01440−$6.94 if it converges
24h range −0.28%…+0.21% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.37
−0.15%
$Avg Daily PnL
+$2.16
+0.0216%
★Best Day
+$2.99
Aug 16
◎Open Interest
Toobit$25.9K
BloFin$179.9K⚡Funding APR
+7.87%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
11.1d
to break even
◧24h Volume
Toobit$244.2KBloFin$1.6KLoading 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.