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updated 2:37:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.64%
30d Period Avg+32.93%
LONG Variational · now
−15.49%
30d avg:−21.91%
SHORT Toobit · nowZETA-SWAP-USDT
+11.16%
30d avg:+11.02%
Entry Spread Now
+0.053%
Eaten by executionL 0.02806 · S 0.02807+$5.35 if it converges
24h range −0.52%…+0.61% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 6%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$46.68
+0.47%
$Avg Daily PnL
+$1.89
+0.0189%
★Best Day
+$8.68
Aug 16
◎Open Interest
Variational$17.6K
Toobit$48.7K⚡Funding APR
+6.91%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
Variational$236Toobit$135.3KLoading 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.