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updated 9:24:30 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
+49.92%
3d Period Avg+28.34%
LONG KuCoin · nowBATUSDTM
−39.89%
3d avg:−21.33%
SHORT Toobit · nowBAT-SWAP-USDT
+10.04%
3d avg:+7.01%
Entry Spread Now
+0.138%
In your favorL 0.06500 · S 0.06509+$13.85 if it converges
24h range −0.52%…+0.42% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.72
−0.01%
$Avg Daily PnL
+$5.82
+0.0582%
★Best Day
+$15.66
Aug 3
◎Open Interest
⚡Funding APR
+21.24%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.1d
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.