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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 ~128d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.75%
3d Period Avg+12.98%
swing±13.54%
LONG Gate.io · now
+9.20%
3d avg:−5.62%
SHORT Toobit · nowVVV-SWAP-USDT
+10.96%
3d avg:+7.36%
Entry Spread Now
+0.872%
In your favorL 23.8590 · S 24.0670+$87.18 if it converges
24h range −0.53%…+0.80% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$50.58
−0.51%
$Avg Daily PnL
+$3.56
+0.0356%
★Best Day
+$4.28
Oct 10
◎Open Interest
⚡Funding APR
+12.98%
annualized · funding only
⚠Execution Cost
−$61.25
entry + exit fees
⏱Payback
17.2d
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 (−$61.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.