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updated 7:22:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.02%
3d Period Avg+7.19%
LONG KuCoin · nowBRETTUSDTM
−53.03%
3d avg:+3.80%
SHORT Toobit · nowBRETT-SWAP-USDT
+10.99%
3d avg:+10.99%
Entry Spread Now
+0.134%
In your favorL 0.003731 · S 0.003736+$13.40 if it converges
24h range −0.34%…+0.80% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.09
−0.18%
$Avg Daily PnL
+$1.48
+0.0148%
★Best Day
+$2.83
Aug 16
◎Open Interest
KuCoin$479.3K
Toobit$37.5K⚡Funding APR
+5.39%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
16.3d
to break even
◧24h Volume
KuCoin$22.7KToobit$390.9KLoading 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.