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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 ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.01%
3d Period Avg+16.68%
swing±22.54%
LONG Gate.io · now
−9.20%
3d avg:+5.71%
SHORT Toobit · nowZAMA-SWAP-USDT
+59.81%
3d avg:+22.39%
Entry Spread Now
+0.167%
In your favorL 0.07780 · S 0.07793+$16.71 if it converges
24h range −1.04%…+0.91% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.30
−0.13%
$Avg Daily PnL
+$4.57
+0.0457%
★Best Day
+$7.91
Oct 1
◎Open Interest
⚡Funding APR
+16.67%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.9d
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 + fees only (orderbook snapshot stale) on both legs (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.