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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+14.59%
swing±26.35%
LONG Gate.io · now
+10.96%
7d avg:+0.98%
SHORT Toobit · nowVVV-SWAP-USDT
+10.96%
7d avg:+15.57%
Entry Spread Now
−0.239%
Eaten by executionL 24.2370 · S 24.1790−$23.93 if it converges
24h range −0.61%…+0.80% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$29.00
−0.29%
$Avg Daily PnL
+$3.90
+0.0390%
★Best Day
+$8.91
Oct 8
◎Open Interest
⚡Funding APR
+14.24%
annualized · funding only
⚠Execution Cost
−$56.30
entry + exit fees
⏱Payback
14.4d
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 (−$56.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.