← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−91.15%
3d Period Avg+11.23%
swing±60.32%
LONG KuCoin · nowCOTIUSDTM
+10.96%
3d avg:−39.18%
SHORT Bybit · now
−80.19%
3d avg:−27.95%
Entry Spread Now
+0.142%
In your favorL 0.01475 · S 0.01477+$14.24 if it converges
24h range −0.63%…+0.53% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$16.03
−0.16%
$Avg Daily PnL
+$2.32
+0.0232%
★Best Day
+$7.95
Sep 26
◎Open Interest
KuCoin$2.89M
Bybit$2.62M⚡Funding APR
+8.48%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
9.9d
to break even
◧24h Volume
KuCoin$1.16MBybit$2.49MLoading 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.