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updated 7:47:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.27%
1d Period Avg+62.24%
LONG KuCoin · nowBATUSDTM
−62.68%
1d avg:−55.15%
SHORT Toobit · nowBAT-SWAP-USDT
+9.59%
1d avg:+7.09%
Entry Spread Now
−0.015%
NeutralL 0.06530 · S 0.06529
24h range −0.52%…+0.42% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.96
−0.07%
$Avg Daily PnL
+$8.52
+0.0852%
★Best Day
+$9.44
Aug 3
◎Open Interest
⚡Funding APR
+31.10%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.8d
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.