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updated 8:02:40 PMFunding Arbitrage Backtester
Size$
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
−3.45%
3d Period Avg−11.78%
LONG Toobit · nowBAS-SWAP-USDT
+14.41%
3d avg:+25.08%
SHORT KuCoin · nowBASUSDTM
+10.96%
3d avg:+13.30%
Entry Spread Now
+0.365%
In your favorL 0.02654 · S 0.02664+$36.55 if it converges
24h range −2.14%…+0.63% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$33.13
−0.33%
$Avg Daily PnL
−$3.04
−0.0304%
★Best Day
+$3.83
Aug 17
◎Open Interest
Toobit$66.5K
KuCoin$1.81M⚡Funding APR
−11.11%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$1.35MKuCoin$1.33MLoading 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.