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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.28%
30d Period Avg+33.74%
swing±59.46%
LONG Gate.io · now
−6.79%
30d avg:+7.04%
SHORT Toobit · nowZAMA-SWAP-USDT
+57.49%
30d avg:+40.78%
Entry Spread Now
−0.155%
Against youL 0.07757 · S 0.07745−$15.47 if it converges
24h range −1.08%…+0.91% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$248.53
+2.49%
$Avg Daily PnL
+$9.18
+0.0918%
★Best Day
+$50.08
Sep 9
◎Open Interest
⚡Funding APR
+33.52%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.9d
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.