← Back to Screener
updated 3:47:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+9.53%
LONG Bitget · now
+0.00%
3d avg:+1.23%
SHORT KuCoin · nowCBRSUSDTM
+10.96%
3d avg:+10.76%
Entry Spread Now
−0.064%
Eaten by executionL 250.7200 · S 250.5600−$6.38 if it converges
24h range −0.91%…+0.17% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.17
−0.16%
$Avg Daily PnL
+$1.96
+0.0196%
★Best Day
+$3.00
Aug 16
◎Open Interest
Bitget$4.36M
KuCoin$660.2K⚡Funding APR
+7.14%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.3d
to break even
◧24h Volume
Bitget$7.78MKuCoin$251.4KLoading 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.