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updated 9:14:39 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.87%
1d Period Avg+15.04%
swing±11.06%
LONG BloFin · now
+13.78%
1d avg:+10.67%
SHORT KuCoin · nowFFUSDTM
+48.65%
1d avg:+25.71%
Entry Spread Now
+0.100%
Eaten by executionL 0.1401 · S 0.1402+$10.00 if it converges
24h range −0.15%…+0.90% · median +0.25%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.88
−0.20%
$Avg Daily PnL
+$2.06
+0.0206%
★Best Day
+$3.32
Sep 17
◎Open Interest
BloFin$2.73M
KuCoin$9.40M⚡Funding APR
+7.52%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
BloFin$101.5KKuCoin$3.50MLoading 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.