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updated 2:12:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.49%
30d Period Avg+9.51%
LONG KuCoin · nowAVNTUSDTM
+2.19%
30d avg:−7.03%
SHORT BloFin · now
+11.68%
30d avg:+2.48%
Entry Spread Now
−0.698%
Against youL 0.1002 · S 0.09953−$69.84 if it converges
24h range −0.98%…+0.71% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$54.06
+0.54%
$Avg Daily PnL
+$2.52
+0.0252%
★Best Day
+$13.10
Aug 14
◎Open Interest
KuCoin$4.52M
BloFin$300.1K⚡Funding APR
+9.19%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
9.5d
to break even
◧24h Volume
KuCoin$2.60MBloFin$53.5KLoading 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.