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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.71%
30d Period Avg−3.33%
swing±35.86%
LONG BloFin · now
+39.08%
30d avg:+31.96%
SHORT KuCoin · nowBUSDTM
+141.79%
30d avg:+28.63%
Entry Spread Now
−0.102%
Eaten by executionL 0.1765 · S 0.1763−$10.20 if it converges
24h range −0.57%…+0.66% · median −0.16%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$111.70
−1.12%
$Avg Daily PnL
−$0.91
−0.0091%
★Best Day
+$12.44
Sep 4
◎Open Interest
BloFin$554.8K
KuCoin$1.53M⚡Funding APR
−3.34%
annualized · funding only
⚠Execution Cost
−$84.28
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$34.1KKuCoin$65.6KLoading 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 (−$84.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.