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updated 8:34:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~31d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.81%
3d Period Avg+2.54%
LONG BloFin · now
+8.15%
3d avg:+8.60%
SHORT KuCoin · nowC98USDTM
+10.96%
3d avg:+11.14%
Entry Spread Now
+0.211%
In your favorL 0.01425 · S 0.01428+$21.05 if it converges
24h range −0.42%…+0.56% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.91
−0.22%
$Avg Daily PnL
+$0.70
+0.0070%
★Best Day
+$1.17
Aug 15
◎Open Interest
BloFin$140.9K
KuCoin$373.3K⚡Funding APR
+2.54%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
BloFin$4.9KKuCoin$35.1KLoading 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.