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updated 3:15:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.92%
3d Period Avg+14.32%
LONG Bitget · now
−10.96%
3d avg:−3.87%
SHORT KuCoin · nowAEROUSDTM
+10.96%
3d avg:+10.45%
Entry Spread Now
+0.315%
In your favorL 0.4757 · S 0.4772+$31.53 if it converges
24h range −0.68%…+1.52% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.24
−0.12%
$Avg Daily PnL
+$2.94
+0.0294%
★Best Day
+$5.59
Jul 17
◎Open Interest
⚡Funding APR
+10.73%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
8.2d
to break even
◧24h Volume
Loading 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.