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updated 11:58:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~78d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.94%
3d Period Avg+9.87%
LONG Bullpen · now
+10.96%
3d avg:−1.14%
SHORT Toobit · nowTIA-SWAP-USDT
+12.90%
3d avg:+8.73%
Entry Spread Now
−0.003%
NeutralL ask 0.3027 · S bid 0.3027
24h range −0.28%…+0.29% · median −0.02%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$35.39
−0.35%
$Avg Daily PnL
+$1.57
+0.0157%
★Best Day
+$3.24
Aug 14
◎Open Interest
⚡Funding APR
+5.75%
annualized · funding only
⚠Execution Cost
−$41.69
entry + exit fees
⏱Payback
26.5d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$41.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.