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updated 12:59:57 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+191.01%
3d Period Avg+188.01%
swing±44.27%
LONG TxFlow · now
−88.92%
3d avg:−98.68%
SHORT Toobit · nowZAMA-SWAP-USDT
+102.09%
3d avg:+89.33%
Entry Spread Now
+0.173%
In your favorL 0.04618 · S 0.04626+$17.32 if it converges
24h range −0.13%…+0.51% · median +0.02%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$139.07
+1.39%
$Avg Daily PnL
+$40.02
+0.4002%
★Best Day
+$54.98
Sep 13
◎Open Interest
TxFlow$72.4K
Toobit$38.4K⚡Funding APR
+146.06%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
12.5h
to break even
◧24h Volume
TxFlow$79.3KToobit$990.6KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.