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updated 5:03:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.01%
30d Period Avg+1.45%
LONG KuCoin · nowGASUSDTM
−44.05%
30d avg:+5.36%
SHORT Toobit · nowGAS-SWAP-USDT
+10.96%
30d avg:+6.81%
Entry Spread Now
−0.072%
Eaten by executionL 0.9767 · S 0.9760−$7.17 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
−$12.07
−0.12%
$Avg Daily PnL
+$0.38
+0.0038%
★Best Day
+$10.80
Aug 16
◎Open Interest
KuCoin$370.2K
Toobit$35.1K⚡Funding APR
+1.41%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.1mo
to break even
◧24h Volume
KuCoin$31.2KToobit$520.8KLoading 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.