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updated 10:34:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~461d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.36%
3d Period Avg+10.03%
LONG Bullpen · now
+10.96%
3d avg:−1.13%
SHORT Toobit · nowTIA-SWAP-USDT
+11.32%
3d avg:+8.90%
Entry Spread Now
−0.010%
Against youL ask 0.3004 · S bid 0.3004−$1.00 at entry
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
−$39.12
−0.39%
$Avg Daily PnL
+$1.60
+0.0160%
★Best Day
+$3.24
Aug 14
◎Open Interest
Bullpen$1.54M
Toobit$343.6K⚡Funding APR
+5.83%
annualized · funding only
⚠Execution Cost
−$45.51
entry + exit fees
⏱Payback
28.5d
to break even
◧24h Volume
Bullpen$209.2KToobit$1.07MLoading 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 (−$45.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.