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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
−0.47%
7d Period Avg+17.49%
swing±29.39%
LONG KuCoin · nowAVGOUSDTM
+0.00%
7d avg:−2.21%
SHORT BloFin · now
−0.47%
7d avg:+15.28%
Entry Spread Now
−0.351%
Against youL 339.0200 · S 337.8300−$35.10 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
+$9.53
+0.10%
$Avg Daily PnL
+$4.79
+0.0479%
★Best Day
+$11.85
Oct 19
◎Open Interest
⚡Funding APR
+17.48%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
Loading 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.