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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 ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
30d Period Avg−1.68%
swing±11.20%
LONG Gate.io · now
+0.00%
30d avg:+9.08%
SHORT Toobit · nowUS30-SWAP-USDT
+10.96%
30d avg:+7.40%
Entry Spread Now
+0.232%
In your favorL 51,612.39 · S 51,731.93+$23.16 if it converges
24h range −0.33%…+0.34% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.93
−0.40%
$Avg Daily PnL
−$0.43
−0.0043%
★Best Day
+$2.40
Sep 23
◎Open Interest
⚡Funding APR
−1.57%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.