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updated 9:06:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.51%
3d Period Avg+42.61%
LONG KuCoin · nowJUPUSDTM
+10.96%
3d avg:+0.66%
SHORT BloFin · now
+58.46%
3d avg:+43.27%
Entry Spread Now
−0.060%
Eaten by executionL 0.1680 · S 0.1679−$5.95 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
+$11.00
+0.11%
$Avg Daily PnL
+$11.67
+0.1167%
★Best Day
+$12.63
Aug 15
◎Open Interest
KuCoin$2.89M
BloFin$662.3K⚡Funding APR
+42.58%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
KuCoin$376.7KBloFin$55.2KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.