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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 ~15d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+19.78%
swing±27.21%
LONG Gate.io · nowCL_USDT
−13.15%
3d avg:−15.79%
SHORT Toobit · nowXTI-SWAP-USDT
+0.00%
3d avg:+3.99%
Entry Spread Now
−0.066%
Against youL ask 91.0800 · S bid 91.0200−$6.59 at entry
24h range −0.18%…+0.26% · median +0.08%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$38.19
−0.38%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$10.96
Oct 10
◎Open Interest
⚡Funding APR
+21.18%
annualized · funding only
⚠Execution Cost
−$55.60
entry + exit fees
⏱Payback
9.6d
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 + live L2 orderbook slippage on both legs (−$55.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.