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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
7d Period Avg+28.85%
swing±8.77%
LONG Toobit · nowTRUMP-SWAP-USDT
+10.96%
7d avg:−9.55%
SHORT BloFin · now
+37.26%
7d avg:+19.30%
Entry Spread Now
+0.143%
Eaten by executionL 2.1010 · S 2.1040+$14.28 if it converges
24h range −0.65%…+0.28% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$17.07
+0.17%
$Avg Daily PnL
+$7.90
+0.0790%
★Best Day
+$10.13
Sep 23
◎Open Interest
⚡Funding APR
+28.82%
annualized · funding only
⚠Execution Cost
−$38.20
entry + exit fees
⏱Payback
4.8d
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 + fees only (orderbook snapshot stale) on both legs (−$38.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.