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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
−39.67%
7d Period Avg+80.19%
swing±132.08%
LONG KuCoin · nowCOTIUSDTM
−26.08%
7d avg:−122.05%
SHORT Bybit · now
−65.75%
7d avg:−41.86%
Entry Spread Now
−0.328%
Against youL 0.01493 · S 0.01488−$32.82 if it converges
24h range −0.63%…+0.53% · median +0.02%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$48.02
+0.48%
$Avg Daily PnL
+$10.15
+0.1015%
★Best Day
+$42.39
Sep 23
◎Open Interest
KuCoin$2.92M
Bybit$2.59M⚡Funding APR
+37.03%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
KuCoin$1.19MBybit$2.38MLoading 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.