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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 ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.70%
3d Period Avg+5.90%
swing±25.35%
LONG KuCoin · nowACEUSDTM
+10.96%
3d avg:+5.24%
SHORT BloFin · now
+14.66%
3d avg:+11.14%
Entry Spread Now
+0.091%
Eaten by executionL 0.1867 · S 0.1869+$9.10 if it converges
24h range −0.69%…+0.44% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.15
−0.19%
$Avg Daily PnL
+$1.62
+0.0162%
★Best Day
+$5.48
Sep 30
◎Open Interest
KuCoin$914.7K
BloFin$387.2K⚡Funding APR
+5.90%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
14.8d
to break even
◧24h Volume
KuCoin$190.6KBloFin$39.9KLoading 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.