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updated 12:15:04 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+160.20%
3d Period Avg+58.00%
swing±74.57%
LONG Bybit · now
+10.96%
3d avg:+10.79%
SHORT KuCoin · nowCHILLGUYUSDTM
+171.16%
3d avg:+68.79%
Entry Spread Now
+0.131%
In your favorL 0.01298 · S 0.01299+$13.10 if it converges
24h range −0.70%…+0.77% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$24.64
+0.25%
$Avg Daily PnL
+$11.91
+0.1191%
★Best Day
+$29.80
Sep 18
◎Open Interest
Bybit$1.76M
KuCoin$1.05M⚡Funding APR
+43.47%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
Bybit$544.3KKuCoin$173.8KLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.