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updated 11:58:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+462.84%
3d Period Avg+72.63%
LONG Bybit · now
−691.85%
3d avg:−93.01%
SHORT KuCoin · nowBMTUSDTM
−229.01%
3d avg:−20.38%
Entry Spread Now
+0.535%
In your favorL 0.01495 · S 0.01503+$53.51 if it converges
24h range −1.27%…+0.90% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.29
−0.18%
$Avg Daily PnL
+$13.26
+0.1326%
★Best Day
+$25.39
Aug 14
◎Open Interest
Bybit$1.33M
KuCoin$1.28M⚡Funding APR
+48.39%
annualized · funding only
⚠Execution Cost
−$71.32
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
Bybit$3.66MKuCoin$536.8KLoading 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 (−$71.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.