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updated 7:21:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.30%
3d Period Avg−0.38%
LONG BloFin · now
+14.26%
3d avg:+9.84%
SHORT KuCoin · nowATHUSDTM
+10.96%
3d avg:+9.46%
Entry Spread Now
+0.392%
Eaten by executionL 0.003825 · S 0.003840+$39.22 if it converges
24h range +0.03%…+0.55% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$108.44
−1.08%
$Avg Daily PnL
−$0.08
−0.0008%
★Best Day
+$0.26
Aug 15
◎Open Interest
BloFin$156.4K
KuCoin$643.5K⚡Funding APR
−0.28%
annualized · funding only
⚠Execution Cost
−$108.13
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$18.3KKuCoin$23.8KLoading 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 (−$108.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.