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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.13%
7d Period Avg+52.16%
swing±33.62%
LONG HTX · now
+0.00%
7d avg:+0.98%
SHORT Toobit · nowXAG-SWAP-USDT
+10.13%
7d avg:+53.14%
Entry Spread Now
−0.049%
Against youL ask 61.1000 · S bid 61.0700−$4.91 at entry
24h range −0.23%…+0.17% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$68.14
+0.68%
$Avg Daily PnL
+$14.28
+0.1428%
★Best Day
+$19.26
Sep 28
◎Open Interest
⚡Funding APR
+52.12%
annualized · funding only
⚠Execution Cost
−$31.82
entry + exit fees
⏱Payback
2.2d
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 (−$31.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.