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updated 8:36:57 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~36d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.43%
3d Period Avg−0.45%
LONG BloFin · now
+8.52%
3d avg:+11.41%
SHORT KuCoin · nowCFGUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.126%
In your favorL 0.1585 · S 0.1587+$12.62 if it converges
24h range +0.12%…+0.64% · median +0.35%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$24.37
−0.24%
$Avg Daily PnL
−$0.12
−0.0012%
★Best Day
+$0.08
Aug 16
◎Open Interest
BloFin$192.2K
KuCoin$577.1K⚡Funding APR
−0.45%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$14.7KKuCoin$67.9KLoading 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.