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updated —ZRO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.92%
3d Period Avg+28.39%
swing±13.16%
LONG Toobit · nowZRO-SWAP-USDT
+8.99%
3d avg:+10.28%
SHORT BloFin · now
+40.90%
3d avg:+38.67%
Entry Spread Now
+0.184%
In your favorL 1.5245 · S 1.5273+$18.37 if it converges
24h range −0.87%…+0.95% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.68
−0.01%
$Avg Daily PnL
+$7.77
+0.0777%
★Best Day
+$9.00
Nov 12
◎Open Interest
Toobit$1.45M
BloFin$1.10M⚡Funding APR
+28.37%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Toobit$3.63MBloFin$197.7KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.