β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~5.0d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+16.15%
7d Period Avg+41.54%
swingΒ±98.71%
LONG Binance Futures Β· now
β5.20%
7d avg:β80.80%
SHORT KuCoin Β· nowCTSIUSDTM
+10.96%
7d avg:β39.26%
Entry Spread Now
+0.764%
In your favorL 0.03413 Β· S 0.03439+$76.42 if it converges
24h range β0.66%β¦+1.65% Β· median +0.27%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$28.42
β0.28%
$Avg Daily PnL
β$0.92
β0.0092%
β
Best Day
+$9.88
Oct 10
βOpen Interest
Binance Futures$3.25M
KuCoin$1.01Mβ‘Funding APR
β3.35%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$9.10MKuCoin$462.0KLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.