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updated 4:31:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.45%
3d Period Avg+32.33%
LONG Variational · now
−15.29%
3d avg:−21.29%
SHORT Toobit · nowZETA-SWAP-USDT
+11.16%
3d avg:+11.04%
Entry Spread Now
+0.000%
NeutralL 0.02818 · S 0.02818
24h range −0.52%…+0.61% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.62
+0.08%
$Avg Daily PnL
+$4.90
+0.0490%
★Best Day
+$8.68
Aug 16
◎Open Interest
Variational$17.7K
Toobit$49.2K⚡Funding APR
+17.90%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
Variational$0Toobit$134.8KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.