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updated 7:21:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~38d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.31%
3d Period Avg+2.69%
LONG BloFin · now
+8.65%
3d avg:+8.27%
SHORT KuCoin · nowALTUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.067%
Eaten by executionL 0.005935 · S 0.005939+$6.74 if it converges
24h range +0.05%…+0.43% · median +0.27%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.79
−0.22%
$Avg Daily PnL
+$0.55
+0.0055%
★Best Day
+$2.37
Aug 17
◎Open Interest
BloFin$219.6K
KuCoin$340.5K⚡Funding APR
+2.02%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
BloFin$1.2KKuCoin$34.5KLoading 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.