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updated 7:21:12 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~19d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.53%
3d Period Avg−19.66%
LONG BloFin · now
+6.43%
3d avg:+36.96%
SHORT KuCoin · nowAVAAIUSDTM
+10.96%
3d avg:+17.30%
Entry Spread Now
+0.155%
In your favorL 0.01356 · S 0.01358+$15.49 if it converges
24h range −0.93%…+1.73% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$40.15
−0.40%
$Avg Daily PnL
−$4.04
−0.0404%
★Best Day
−$0.61
Aug 14
◎Open Interest
BloFin$345.9K
KuCoin$1.12M⚡Funding APR
−14.74%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$37.5KKuCoin$126.3KLoading 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.