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updated 3:15:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+9.62%
LONG Bitget · now
+0.00%
3d avg:+1.34%
SHORT KuCoin · nowINTCUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.181%
Against youL 94.1200 · S 93.9500−$18.06 if it converges
24h range −0.60%…+0.55% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.10
−0.16%
$Avg Daily PnL
+$1.98
+0.0198%
★Best Day
+$3.00
Jul 16
◎Open Interest
⚡Funding APR
+7.21%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.2d
to break even
◧24h Volume
Loading 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.