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updated 2:39:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.16%
30d Period Avg−2.18%
LONG KuCoin · nowCKBUSDTM
−17.20%
30d avg:+8.60%
SHORT Toobit · nowCKB-SWAP-USDT
+10.96%
30d avg:+6.42%
Entry Spread Now
+0.109%
Eaten by executionL 0.0008250 · S 0.0008259+$10.91 if it converges
24h range −0.22%…+0.27% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$41.90
−0.42%
$Avg Daily PnL
−$0.58
−0.0058%
★Best Day
+$3.48
Aug 7
◎Open Interest
KuCoin$139.0K
Toobit$35.1K⚡Funding APR
−2.11%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$12.3KToobit$235.1KLoading 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.