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updated 5:04:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−55.88%
3d Period Avg−14.15%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowDYDXUSDTM
−44.93%
3d avg:−3.19%
Entry Spread Now
+0.082%
Eaten by executionL 0.1215 · S 0.1216+$8.23 if it converges
24h range −0.48%…+0.48% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$35.62
−0.36%
$Avg Daily PnL
−$2.90
−0.0291%
★Best Day
−$1.55
Jul 17
◎Open Interest
⚡Funding APR
−10.60%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.