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updated 10:34:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.85%
30d Period Avg+3.05%
LONG KuCoin · nowCYBERUSDTM
−24.33%
30d avg:+1.84%
SHORT BloFin · now
+15.52%
30d avg:+4.89%
Entry Spread Now
−0.135%
Against youL 0.2959 · S 0.2955−$13.52 if it converges
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
−$8.98
−0.09%
$Avg Daily PnL
+$0.48
+0.0048%
★Best Day
+$11.40
Aug 14
◎Open Interest
KuCoin$486.8K
BloFin$126.6K⚡Funding APR
+1.77%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.7mo
to break even
◧24h Volume
KuCoin$13.2KBloFin$1.3KLoading 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.