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updated 4:09:24 PMFunding Arbitrage Backtester
Size$
R-trip cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.30%
3d Period Avg−0.62%
LONG KuCoin · nowBUSDTM
+10.96%
3d avg:+14.71%
SHORT BloFin · now
+8.66%
3d avg:+14.09%
Entry Spread Now
−0.729%
Against youL 0.1413 · S 0.1403−$72.88 if it converges
24h range −1.74%…+2.38% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$113.53
−1.14%
$Avg Daily PnL
−$0.13
−0.0013%
★Best Day
+$2.07
Jul 18
◎Open Interest
⚡Funding APR
−0.47%
annualized · funding only
⚠Execution Cost
−$113.02
entry + exit fees
⏱Payback
never
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 (−$113.02 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.