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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 ~8.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.29%
3d Period Avg+28.15%
swing±45.23%
LONG MEXC · nowUSOIL_USDT
+0.00%
3d avg:−30.52%
SHORT Toobit · nowXTI-SWAP-USDT
+24.29%
3d avg:−2.37%
Entry Spread Now
−0.252%
Against youL ask 91.1100 · S bid 90.8800−$25.24 at entry
24h range −0.26%…+0.20% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$30.35
−0.30%
$Avg Daily PnL
+$7.71
+0.0771%
★Best Day
+$17.05
Oct 9
◎Open Interest
⚡Funding APR
+28.14%
annualized · funding only
⚠Execution Cost
−$53.47
entry + exit fees
⏱Payback
6.9d
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 (−$53.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.