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updated 9:29:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+126.23%
3d Period Avg+6.50%
LONG KuCoin · nowDATAUSDTM
−148.58%
3d avg:+0.39%
SHORT Bitget · now
−22.35%
3d avg:+6.89%
Entry Spread Now
+0.346%
In your favorL 0.1765 · S 0.1771+$34.56 if it converges
24h range −0.34%…+0.44% · median +0.26%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.66
−0.19%
$Avg Daily PnL
+$1.78
+0.0178%
★Best Day
+$6.85
Aug 17
◎Open Interest
KuCoin$156.7K
Bitget$387.9K⚡Funding APR
+6.50%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
13.5d
to break even
◧24h Volume
KuCoin$325.7KBitget$84.2KLoading 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.