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updated 3:44:56 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+150.54%
3d Period Avg+157.95%
LONG Toobit · nowLIT2-SWAP-USDT
−139.58%
3d avg:−155.13%
SHORT KuCoin · nowLITUSDTM
+10.96%
3d avg:+2.82%
Entry Spread Now
−0.184%
Against youL 2.4485 · S 2.4440−$18.38 if it converges
24h range −0.38%…+0.67% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$105.74
+1.06%
$Avg Daily PnL
+$32.43
+0.3243%
★Best Day
+$47.07
Aug 18
◎Open Interest
Toobit$27.5K
KuCoin$10.41M⚡Funding APR
+118.39%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
17.8h
to break even
◧24h Volume
Toobit$170.92MKuCoin$402.6KLoading 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.