← Back to Screener
updated 4:34:15 AMFunding 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
−21.47%
3d Period Avg+10.67%
LONG Bybit · now
+133.46%
3d avg:+48.68%
SHORT KuCoin · nowHANAUSDTM
+111.99%
3d avg:+59.35%
Entry Spread Now
+0.039%
Eaten by executionL 0.03368 · S 0.03369+$3.86 if it converges
24h range −0.15%…+0.26% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.23
−0.14%
$Avg Daily PnL
+$2.19
+0.0219%
★Best Day
+$9.86
Aug 16
◎Open Interest
Bybit$1.01M
KuCoin$1.76M⚡Funding APR
+8.00%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
10.5d
to break even
◧24h Volume
Bybit$143.9KKuCoin$1.01MLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.