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updated 11:36:36 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−8.86%
LONG Bitget · now
+10.96%
3d avg:+1.73%
SHORT KuCoin · nowCAKEUSDTM
+10.96%
3d avg:−7.13%
Entry Spread Now
−0.100%
Eaten by executionL 1.4065 · S 1.4051−$9.95 if it converges
24h range −0.24%…+0.18% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$31.28
−0.31%
$Avg Daily PnL
−$2.43
−0.0243%
★Best Day
+$3.41
Jul 17
◎Open Interest
⚡Funding APR
−8.86%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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.