← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+581.74%
30d Period Avg+13.21%
swing±55.54%
LONG BloFin · now
+5.80%
30d avg:+11.00%
SHORT KuCoin · nowDRIFTUSDTM
+587.54%
30d avg:+24.21%
Entry Spread Now
−1.175%
Against youL 0.02043 · S 0.02019−$117.47 if it converges
24h range −1.05%…−0.30% · median −0.49%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$84.48
+0.84%
$Avg Daily PnL
+$3.62
+0.0362%
★Best Day
+$50.31
Sep 26
◎Open Interest
BloFin$169.4K
KuCoin$627.5K⚡Funding APR
+13.20%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
BloFin$5.2KKuCoin$74.5KLoading 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.