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updated 11:58:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.33%
3d Period Avg+28.26%
LONG BloFin · now
+16.19%
3d avg:+17.59%
SHORT KuCoin · nowCHILLGUYUSDTM
+26.52%
3d avg:+45.85%
Entry Spread Now
−0.044%
Eaten by executionL 0.01140 · S 0.01140−$4.39 if it converges
24h range −1.04%…+0.49% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.79
−0.01%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$10.40
Aug 14
◎Open Interest
BloFin$160.1K
KuCoin$1.16M⚡Funding APR
+21.18%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
BloFin$18.2KKuCoin$164.3KLoading 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.