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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.16%
3d Period Avg+34.07%
swing±39.09%
LONG KuCoin · nowAVGOUSDTM
+0.00%
3d avg:−2.95%
SHORT BloFin · now
−3.16%
3d avg:+31.12%
Entry Spread Now
+0.183%
In your favorL 339.5100 · S 340.1300+$18.26 if it converges
24h range −0.13%…+0.33% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.98
+0.04%
$Avg Daily PnL
+$9.33
+0.0933%
★Best Day
+$11.85
Oct 19
◎Open Interest
KuCoin$912.4K
BloFin$871.1K⚡Funding APR
+34.04%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
KuCoin$84.6KBloFin$162.7KLoading 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.