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updated 8:02:52 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~12d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.53%
3d Period Avg−1.99%
LONG BloFin · now
−85.76%
3d avg:−275.99%
SHORT KuCoin · nowALICEUSDTM
−78.24%
3d avg:−277.98%
Entry Spread Now
+0.152%
In your favorL 0.1315 · S 0.1317+$15.21 if it converges
24h range −0.58%…+1.98% · median +0.46%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.00
−0.25%
$Avg Daily PnL
−$0.33
−0.0033%
★Best Day
+$3.74
Aug 15
◎Open Interest
BloFin$230.8K
KuCoin$1.57M⚡Funding APR
−1.22%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$43.1KKuCoin$598.1KLoading 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.