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updated 2:42:30 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%
30d Period Avg−1.30%
LONG Bitget · now
+0.00%
30d avg:−0.10%
SHORT KuCoin · nowCBRSUSDTM
+10.96%
30d avg:−1.40%
Entry Spread Now
+0.055%
Eaten by executionL 254.3400 · S 254.4800+$5.50 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
−$34.70
−0.35%
$Avg Daily PnL
−$0.35
−0.0035%
★Best Day
+$11.58
Jul 20
◎Open Interest
Bitget$4.29M
KuCoin$666.8K⚡Funding APR
−1.26%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bitget$6.38MKuCoin$249.8KLoading 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.