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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.02%
7d Period Avg+14.99%
swing±8.81%
LONG KuCoin · nowDASHUSDTM
−1.75%
7d avg:+6.53%
SHORT BloFin · now
+21.27%
7d avg:+21.52%
Entry Spread Now
−0.051%
Eaten by executionL 58.5500 · S 58.5200−$5.12 if it converges
24h range −0.53%…+0.79% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.13
−0.04%
$Avg Daily PnL
+$4.10
+0.0410%
★Best Day
+$6.16
Sep 26
◎Open Interest
⚡Funding APR
+14.98%
annualized · funding only
⚠Execution Cost
−$32.85
entry + exit fees
⏱Payback
8.0d
to break even
◧24h Volume
Loading 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 (−$32.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.