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updated 2:42:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+144.78%
30d Period Avg+20.67%
LONG Bybit · now
+28.56%
30d avg:+47.02%
SHORT KuCoin · nowHANAUSDTM
+173.35%
30d avg:+67.69%
Entry Spread Now
−0.015%
NeutralL 0.03379 · S 0.03379
24h range −0.15%…+0.63% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.63
−0.23%
$Avg Daily PnL
+$0.01
+0.0001%
★Best Day
+$20.73
Aug 10
◎Open Interest
Bybit$1.02M
KuCoin$1.77M⚡Funding APR
+0.04%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
64.3mo
to break even
◧24h Volume
Bybit$150.7KKuCoin$1.02MLoading 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.