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updated 1:57:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+11.09%
LONG Toobit · nowXOM-SWAP-USDT
+0.00%
3d avg:−0.13%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.426%
Against youL 157.1600 · S 156.4900−$42.63 if it converges
24h range −0.72%…+0.29% · median −0.25%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.89
−0.13%
$Avg Daily PnL
+$2.28
+0.0228%
★Best Day
+$3.11
Jul 27
◎Open Interest
⚡Funding APR
+8.31%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
9.7d
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 + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.