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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 ~67d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.31%
30d Period Avg+5.61%
swing±15.80%
LONG BloFin · now
+14.90%
30d avg:+10.79%
SHORT KuCoin · nowEULUSDTM
+16.22%
30d avg:+16.40%
Entry Spread Now
+0.479%
In your favorL 1.3979 · S 1.4046+$47.93 if it converges
24h range +0.03%…+0.42% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$22.04
+0.22%
$Avg Daily PnL
+$1.53
+0.0153%
★Best Day
+$9.47
Sep 21
◎Open Interest
BloFin$267.2K
KuCoin$330.4K⚡Funding APR
+5.60%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
15.6d
to break even
◧24h Volume
BloFin$14.0KKuCoin$44.9KLoading 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.