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updated 5:06:38 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.67%
30d Period Avg+10.92%
LONG grvt · nowVIRTUAL_USDT_Perp
−24.33%
30d avg:−14.14%
SHORT Toobit · nowVIRTUAL-SWAP-USDT
+13.35%
30d avg:−3.22%
Entry Spread Now
+0.054%
Eaten by executionL 0.5577 · S 0.5580+$5.38 if it converges
24h range −0.22%…+0.29% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$45.52
+0.46%
$Avg Daily PnL
+$2.91
+0.0291%
★Best Day
+$13.47
Jul 28
◎Open Interest
⚡Funding APR
+10.62%
annualized · funding only
⚠Execution Cost
−$44.71
entry + exit fees
⏱Payback
15.4d
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 (−$44.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.