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updated 11:58:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~60d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.46%
3d Period Avg+1.18%
LONG LBank · now
+10.96%
3d avg:+9.27%
SHORT Toobit · nowTREE-SWAP-USDT
+12.41%
3d avg:+10.45%
Entry Spread Now
−0.087%
Eaten by executionL 0.03433 · S 0.03430−$8.74 if it converges
24h range −0.63%…+0.69% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- LBank (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 33%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$17.41
−0.17%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.12
Aug 14
◎Open Interest
LBank—
Toobit$59.1K⚡Funding APR
+6.02%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
14.6d
to break even
◧24h Volume
LBank$3.81MToobit$1.18MLoading 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.