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updated 3:46:55 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~62d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.42%
3d Period Avg+9.13%
LONG Toobit · nowCRV-SWAP-USDT
+9.54%
3d avg:+0.54%
SHORT KuCoin · nowCRVUSDTM
+10.96%
3d avg:+9.67%
Entry Spread Now
+0.272%
In your favorL 0.2577 · S 0.2584+$27.16 if it converges
24h range −0.34%…+0.57% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.51
−0.17%
$Avg Daily PnL
+$1.87
+0.0187%
★Best Day
+$3.76
Aug 18
◎Open Interest
Toobit$81.8K
KuCoin$5.71M⚡Funding APR
+6.84%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.8d
to break even
◧24h Volume
Toobit$8.60MKuCoin$1.75MLoading 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.