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updated 9:07:58 PMFunding 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
+40.45%
3d Period Avg+152.85%
LONG KuCoin · nowEDENUSDTM
+5.92%
3d avg:−7.12%
SHORT Toobit · nowEDEN-SWAP-USDT
+46.36%
3d avg:+145.73%
Entry Spread Now
−0.584%
Against youL 0.04798 · S 0.04770−$58.36 if it converges
24h range −0.72%…+0.94% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$101.55
+1.02%
$Avg Daily PnL
+$41.85
+0.4185%
★Best Day
+$50.25
Aug 15
◎Open Interest
KuCoin$2.52M
Toobit$81.0K⚡Funding APR
+152.75%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
13.7h
to break even
◧24h Volume
KuCoin$2.98MToobit$3.47MLoading 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.