← Back to Screener
updated —JCT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+104.07%
3d Period Avg−25.88%
swing±166.75%
LONG Hotcoin · now
+86.81%
3d avg:+45.38%
SHORT KuCoin · nowJCTUSDTM
+190.88%
3d avg:+19.50%
Entry Spread Now
+0.354%
Eaten by executionL 0.002033 · S 0.002040+$35.42 if it converges
24h range −2.15%…+3.06% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$118.98
−1.19%
$Avg Daily PnL
−$7.56
−0.0756%
★Best Day
+$16.89
Nov 14
◎Open Interest
⚡Funding APR
−27.59%
annualized · funding only
⚠Execution Cost
−$96.31
entry + exit fees
⏱Payback
never
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 (−$96.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.