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updated 8:03:21 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.52%
3d Period Avg+0.47%
LONG BloFin · now
−4.56%
3d avg:+10.49%
SHORT KuCoin · nowMETUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.184%
In your favorL 0.1632 · S 0.1635+$18.38 if it converges
24h range −0.19%…+0.30% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.64
−0.24%
$Avg Daily PnL
+$0.12
+0.0012%
★Best Day
+$0.19
Aug 15
◎Open Interest
BloFin$220.9K
KuCoin$1.60M⚡Funding APR
+0.44%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.7mo
to break even
◧24h Volume
BloFin$3.9KKuCoin$431.7KLoading 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.