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updated 9:06:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+85.97%
3d Period Avg+53.47%
LONG BloFin · now
−549.03%
3d avg:−358.09%
SHORT KuCoin · nowHOMEUSDTM
−463.06%
3d avg:−304.62%
Entry Spread Now
−0.075%
Eaten by executionL 0.006680 · S 0.006675−$7.49 if it converges
24h range −1.03%…+1.36% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.21
−0.16%
$Avg Daily PnL
+$2.60
+0.0260%
★Best Day
+$17.17
Aug 17
◎Open Interest
BloFin$624.5K
KuCoin$8.26M⚡Funding APR
+9.48%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
9.2d
to break even
◧24h Volume
BloFin$107.6KKuCoin$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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.