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updated 11:58:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.86%
3d Period Avg+22.02%
LONG KuCoin · nowCYBERUSDTM
−3.73%
3d avg:−22.20%
SHORT BloFin · now
+15.14%
3d avg:−0.18%
Entry Spread Now
+0.000%
NeutralL 0.2952 · S 0.2952
24h range −0.37%…+0.37% · median −0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.92
−0.06%
$Avg Daily PnL
+$4.52
+0.0452%
★Best Day
+$11.40
Aug 14
◎Open Interest
KuCoin$485.5K
BloFin$127.1K⚡Funding APR
+16.50%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
KuCoin$11.4KBloFin$1.2KLoading 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.