← Back to Screener
updated 1:21:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.38%
3d Period Avg−3.38%
LONG Bitget · now
+6.90%
3d avg:+8.81%
SHORT KuCoin · nowLDOUSDTM
+2.52%
3d avg:+5.43%
Entry Spread Now
+0.027%
Eaten by executionL 0.3701 · S 0.3702+$2.70 if it converges
24h range −1.05%…+0.48% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.78
−0.27%
$Avg Daily PnL
−$0.69
−0.0069%
★Best Day
+$0.83
Jul 15
◎Open Interest
⚡Funding APR
−2.54%
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.