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updated 10:42:29 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.12%
3d Period Avg+6.29%
swing±10.17%
LONG BloFin · now
+4.45%
3d avg:+10.06%
SHORT KuCoin · nowFFUSDTM
+54.57%
3d avg:+16.35%
Entry Spread Now
+0.220%
In your favorL 0.1408 · S 0.1411+$22.02 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
−$18.83
−0.19%
$Avg Daily PnL
+$1.29
+0.0129%
★Best Day
+$3.32
Sep 17
◎Open Interest
BloFin$2.74M
KuCoin$9.48M⚡Funding APR
+4.72%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
18.6d
to break even
◧24h Volume
BloFin$100.9KKuCoin$3.88MLoading 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.