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updated 4:31:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.05%
3d Period Avg+16.12%
LONG Variational · now
−18.09%
3d avg:−9.83%
SHORT Toobit · nowT-SWAP-USDT
+10.96%
3d avg:+6.29%
Entry Spread Now
+0.060%
In your favorL 0.003330 · S 0.003332+$6.01 if it converges
24h range −0.28%…+0.18% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.41
+0.00%
$Avg Daily PnL
+$2.90
+0.0290%
★Best Day
+$3.62
Aug 16
◎Open Interest
Variational$4.6K
Toobit$40.0K⚡Funding APR
+10.58%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
Variational$0Toobit$107.4KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.