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updated 4:05:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.19%
3d Period Avg+0.00%
LONG KuCoin · nowCKBUSDTM
−31.23%
3d avg:+10.96%
SHORT Toobit · nowCKB-SWAP-USDT
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.097%
Eaten by executionL 0.0008250 · S 0.0008258+$9.70 if it converges
24h range −0.22%…+0.27% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$24.00
−0.24%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.00
Aug 14
◎Open Interest
KuCoin$139.0K
Toobit$35.1K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1882.4mo
to break even
◧24h Volume
KuCoin$12.7KToobit$236.4KLoading 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.