← Back to Screener
updated 8:02:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.91%
3d Period Avg+2.95%
LONG BloFin · now
+11.87%
3d avg:+8.01%
SHORT KuCoin · nowLAUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.480%
In your favorL 0.04996 · S 0.05020+$48.04 if it converges
24h range −0.30%…+0.50% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.71
−0.22%
$Avg Daily PnL
+$0.76
+0.0076%
★Best Day
+$0.92
Aug 15
◎Open Interest
BloFin$341.3K
KuCoin$1.08M⚡Funding APR
+2.79%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
BloFin$21.4KKuCoin$83.5KLoading 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.