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updated 2:40:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.18%
30d Period Avg+15.07%
LONG Variational · now
−46.22%
30d avg:−9.25%
SHORT Toobit · nowT-SWAP-USDT
+10.96%
30d avg:+5.82%
Entry Spread Now
+0.301%
In your favorL 0.003325 · S 0.003335+$30.08 if it converges
24h range −0.28%…+0.18% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 6%, short 99% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$723.25
−7.23%
$Avg Daily PnL
−$22.94
−0.2294%
★Best Day
+$3.62
Aug 16
◎Open Interest
Variational$4.5K
Toobit$40.0K⚡Funding APR
−83.74%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$4.0KToobit$110.1KLoading 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.