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updated 2:11:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.64%
3d Period Avg+1.43%
LONG Toobit · nowFARTCOIN-SWAP-USDT
−0.08%
3d avg:+10.40%
SHORT KuCoin · nowFARTCOINUSDTM
+15.56%
3d avg:+11.83%
Entry Spread Now
−0.068%
Eaten by executionL 0.1476 · S 0.1475−$6.78 if it converges
24h range −0.43%…+0.14% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.82
−0.23%
$Avg Daily PnL
+$0.29
+0.0029%
★Best Day
+$0.94
Aug 18
◎Open Interest
Toobit$89.7K
KuCoin$7.87M⚡Funding APR
+1.08%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.7mo
to break even
◧24h Volume
Toobit$2.47MKuCoin$1.35MLoading 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.