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updated 4:02:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+98.80%
3d Period Avg+43.65%
LONG BloFin · now
+12.89%
3d avg:+11.75%
SHORT Toobit · nowWET-SWAP-USDT
+111.69%
3d avg:+55.40%
Entry Spread Now
+0.098%
Eaten by executionL 0.07110 · S 0.07117+$9.85 if it converges
24h range −0.21%…+0.38% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$12.65
+0.13%
$Avg Daily PnL
+$9.16
+0.0916%
★Best Day
+$17.07
Aug 16
◎Open Interest
BloFin$130.2K
Toobit$68.0K⚡Funding APR
+33.44%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
BloFin$6.5KToobit$1.69MLoading 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.