← Back to Screener
updated 10:33:36 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+543.73%
3d Period Avg+72.63%
LONG Bybit · now
−667.33%
3d avg:−93.01%
SHORT KuCoin · nowBMTUSDTM
−123.60%
3d avg:−20.38%
Entry Spread Now
−0.139%
Against youL 0.01507 · S 0.01505−$13.93 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
+$30.03
+0.30%
$Avg Daily PnL
+$13.26
+0.1326%
★Best Day
+$25.39
Aug 14
◎Open Interest
Bybit$1.33M
KuCoin$1.32M⚡Funding APR
+48.39%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Bybit$4.42MKuCoin$854.6KLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.