← Back to Screener
updated 2:44:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.88%
30d Period Avg+18.24%
LONG Hotcoin · now
+5.48%
30d avg:+23.18%
SHORT Toobit · nowTRUTH-SWAP-USDT
+48.36%
30d avg:+41.42%
Entry Spread Now
+0.039%
Eaten by executionL 0.01274 · S 0.01274+$3.93 if it converges
24h range −0.21%…+0.18% · median −0.03%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Hotcoin (Long): data starts Jul 30, 2026 (18d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$167.73
+1.68%
$Avg Daily PnL
+$6.18
+0.0618%
★Best Day
+$25.05
Jul 23
◎Open Interest
Hotcoin$300.4K
Toobit$43.2K⚡Funding APR
+22.58%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Hotcoin—Toobit$27.08MLoading 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.