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updated 3:44:40 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
+0.00%
3d Period Avg+7.49%
LONG Toobit · nowLTC-SWAP-USDT
+10.96%
3d avg:+3.43%
SHORT KuCoin · nowLTCUSDTM
+10.96%
3d avg:+10.92%
Entry Spread Now
−0.022%
Eaten by executionL 46.0500 · S 46.0400−$2.17 if it converges
24h range −0.07%…+0.11% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.85
−0.18%
$Avg Daily PnL
+$1.54
+0.0154%
★Best Day
+$2.50
Aug 17
◎Open Interest
Toobit$355.0K
KuCoin$25.65M⚡Funding APR
+5.61%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
15.6d
to break even
◧24h Volume
Toobit$14.01MKuCoin$1.46MLoading 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.