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updated 7:21:58 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~626d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.14%
3d Period Avg+7.33%
LONG Toobit · nowCELR-SWAP-USDT
+10.81%
3d avg:+3.63%
SHORT KuCoin · nowCELRUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.049%
Eaten by executionL 0.002041 · S 0.002042+$4.90 if it converges
24h range −0.24%…+0.53% · median +0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.98
−0.18%
$Avg Daily PnL
+$2.01
+0.0201%
★Best Day
+$3.75
Aug 15
◎Open Interest
Toobit$40.6K
KuCoin$131.9K⚡Funding APR
+7.32%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.0d
to break even
◧24h Volume
Toobit$256.6KKuCoin$36.5KLoading 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.