← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.30%
3d Period Avg+37.32%
swing±37.48%
LONG Bybit · now
+10.96%
3d avg:+20.50%
SHORT KuCoin · nowJELLYJELLYUSDTM
+53.25%
3d avg:+57.82%
Entry Spread Now
−0.037%
Eaten by executionL 0.05749 · S 0.05747−$3.65 if it converges
24h range −0.82%…+0.70% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.66
+0.08%
$Avg Daily PnL
+$10.22
+0.1022%
★Best Day
+$14.83
Sep 26
◎Open Interest
Bybit$2.56M
KuCoin$8.33M⚡Funding APR
+37.30%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Bybit$1.54MKuCoin$921.2KLoading 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.