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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.36%
3d Period Avg+20.58%
swing±11.02%
LONG Hotcoin · now
+0.59%
3d avg:+17.96%
SHORT Toobit · nowXAG-SWAP-USDT
+50.95%
3d avg:+38.54%
Entry Spread Now
−0.016%
Against youL ask 63.3900 · S bid 63.3800−$1.58 at entry
24h range −0.14%…+0.22% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.48
−0.08%
$Avg Daily PnL
+$6.22
+0.0622%
★Best Day
+$6.92
Sep 26
◎Open Interest
⚡Funding APR
+22.72%
annualized · funding only
⚠Execution Cost
−$27.15
entry + exit fees
⏱Payback
4.4d
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 + live L2 orderbook slippage on both legs (−$27.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.