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updated 4:18:32 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+357.00%
3d Period Avg+185.58%
swing±102.71%
LONG Toobit · nowMCD-SWAP-USDT
−109.57%
3d avg:−99.97%
SHORT KuCoin · nowMCDUSDTM
+247.42%
3d avg:+85.61%
Entry Spread Now
+0.268%
In your favorL 257.9000 · S 258.5900+$26.75 if it converges
24h range +0.09%…+0.81% · median +0.28%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$126.10
+1.26%
$Avg Daily PnL
+$50.81
+0.5081%
★Best Day
+$78.73
Sep 14
◎Open Interest
Toobit$133.2K
KuCoin$101.7K⚡Funding APR
+185.46%
annualized · funding only
⚠Execution Cost
−$26.33
entry + exit fees
⏱Payback
12.5h
to break even
◧24h Volume
Toobit$52.0KKuCoin$350.8KLoading 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 (−$26.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.