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updated 11:35:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−2.37%
LONG Bitget · now
+10.96%
3d avg:+5.22%
SHORT KuCoin · nowJUPUSDTM
+10.96%
3d avg:+2.85%
Entry Spread Now
−0.052%
Eaten by executionL 0.1937 · S 0.1936−$5.16 if it converges
24h range −0.56%…+0.88% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.95
−0.26%
$Avg Daily PnL
−$0.65
−0.0065%
★Best Day
+$1.10
Jul 16
◎Open Interest
⚡Funding APR
−2.37%
annualized · funding only
⚠Execution Cost
−$24.00
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.