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updated 10:36:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.74%
30d Period Avg+9.97%
LONG BloFin · now
+16.19%
30d avg:+19.65%
SHORT KuCoin · nowCHILLGUYUSDTM
+83.93%
30d avg:+29.62%
Entry Spread Now
−0.273%
Against youL 0.01136 · S 0.01133−$27.29 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
−$20.87
−0.21%
$Avg Daily PnL
+$0.10
+0.0010%
★Best Day
+$15.83
Aug 2
◎Open Interest
BloFin$159.7K
KuCoin$1.16M⚡Funding APR
+0.37%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
7.9mo
to break even
◧24h Volume
BloFin$18.5KKuCoin$154.8KLoading 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.