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updated 7:22:41 PMFunding Arbitrage Backtester
Size$
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
−44.80%
3d Period Avg−42.94%
LONG BloFin · now
+55.76%
3d avg:+49.61%
SHORT KuCoin · nowCVXUSDTM
+10.96%
3d avg:+6.67%
Entry Spread Now
+0.062%
Eaten by executionL 1.6050 · S 1.6060+$6.23 if it converges
24h range −0.25%…+0.63% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$59.27
−0.59%
$Avg Daily PnL
−$8.82
−0.0882%
★Best Day
−$1.82
Aug 14
◎Open Interest
BloFin$102.2K
KuCoin$1.91M⚡Funding APR
−32.18%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$57.3KKuCoin$155.4KLoading 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.