← Back to Screener
updated 9:36:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+14.89%
LONG Variational · now
+10.96%
3d avg:+25.26%
SHORT KuCoin · nowAKEUSDTM
+10.96%
3d avg:+40.15%
Entry Spread Now
−1.149%
Against youL 0.009383 · S 0.009275−$114.92 if it converges
24h range −5.05%…+1.14% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$64.77
−0.65%
$Avg Daily PnL
+$6.32
+0.0632%
★Best Day
+$13.32
Aug 15
◎Open Interest
Variational$338.2K
KuCoin$21.95M⚡Funding APR
+23.05%
annualized · funding only
⚠Execution Cost
−$83.72
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
Variational$456.9KKuCoin$8.67MLoading 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 (−$83.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.