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updated 2:56:09 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
+394.58%
3d Period Avg+157.80%
swing±81.35%
LONG Toobit · nowMCD-SWAP-USDT
−109.57%
3d avg:−98.75%
SHORT KuCoin · nowMCDUSDTM
+285.00%
3d avg:+59.05%
Entry Spread Now
+0.109%
Eaten by executionL 257.6400 · S 257.9200+$10.87 if it converges
24h range +0.09%…+0.81% · median +0.29%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$101.08
+1.01%
$Avg Daily PnL
+$32.40
+0.3240%
★Best Day
+$45.91
Sep 14
◎Open Interest
Toobit$133.0K
KuCoin$102.1K⚡Funding APR
+118.27%
annualized · funding only
⚠Execution Cost
−$28.53
entry + exit fees
⏱Payback
21.1h
to break even
◧24h Volume
Toobit$37.2KKuCoin$333.6KLoading 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 (−$28.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.