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updated 2:09:51 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~77d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.87%
3d Period Avg+0.46%
LONG Toobit · nowAAVE-SWAP-USDT
−0.12%
3d avg:+1.82%
SHORT KuCoin · nowAAVEUSDTM
+1.75%
3d avg:+2.28%
Entry Spread Now
−0.045%
Eaten by executionL 89.6400 · S 89.6000−$4.46 if it converges
24h range −0.13%…+0.14% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.06
−0.39%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.65
Aug 16
◎Open Interest
Toobit$301.4K
KuCoin$19.50M⚡Funding APR
+0.35%
annualized · funding only
⚠Execution Cost
−$39.44
entry + exit fees
⏱Payback
13.9mo
to break even
◧24h Volume
Toobit$28.92MKuCoin$2.50MLoading 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 (−$39.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.