← Back to Screener
updated 2:08:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−7.87%
3d Period Avg−2.91%
LONG Toobit · nowFIL-SWAP-USDT
+10.06%
3d avg:−2.85%
SHORT KuCoin · nowFILUSDTM
+2.19%
3d avg:−5.76%
Entry Spread Now
−0.031%
Eaten by executionL 0.6360 · S 0.6358−$3.14 if it converges
24h range −0.30%…+0.30% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.39
−0.26%
$Avg Daily PnL
−$0.60
−0.0060%
★Best Day
+$1.81
Aug 17
◎Open Interest
Toobit$169.4K
KuCoin$5.72M⚡Funding APR
−2.18%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$5.83MKuCoin$1.51MLoading 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.