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updated 6:41:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.55%
1d Period Avg+33.23%
LONG KuCoin · nowJUPUSDTM
−1.31%
1d avg:−9.53%
SHORT BloFin · now
+39.23%
1d avg:+23.70%
Entry Spread Now
−0.119%
Eaten by executionL 0.1683 · S 0.1681−$11.88 if it converges
24h range −0.30%…+0.12% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.90
−0.15%
$Avg Daily PnL
+$4.55
+0.0455%
★Best Day
+$8.19
Aug 17
◎Open Interest
KuCoin$2.84M
BloFin$664.0K⚡Funding APR
+16.61%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
KuCoin$354.8KBloFin$61.9KLoading 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.