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updated 6:21:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.29%
3d Period Avg+23.73%
LONG KuCoin · nowGASUSDTM
−28.05%
3d avg:−18.83%
SHORT Toobit · nowGAS-SWAP-USDT
−2.76%
3d avg:+4.90%
Entry Spread Now
+0.154%
In your favorL 0.9735 · S 0.9750+$15.41 if it converges
24h range −0.43%…+0.62% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.51
−0.05%
$Avg Daily PnL
+$4.87
+0.0487%
★Best Day
+$10.80
Aug 16
◎Open Interest
KuCoin$368.5K
Toobit$35.1K⚡Funding APR
+17.79%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
KuCoin$30.3KToobit$507.5KLoading 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.