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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.1d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.69%
3d Period Avg+36.82%
swing±45.47%
LONG Bybit · now
−57.73%
3d avg:−28.15%
SHORT KuCoin · nowMINAUSDTM
+10.96%
3d avg:+8.67%
Entry Spread Now
−0.174%
Eaten by executionL 0.1491 · S 0.1488−$17.44 if it converges
24h range −0.97%…+0.37% · median −0.19%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$100.27
−1.00%
$Avg Daily PnL
+$10.98
+0.1098%
★Best Day
+$21.76
Sep 30
◎Open Interest
Bybit$3.54M
KuCoin$1.29M⚡Funding APR
+40.07%
annualized · funding only
⚠Execution Cost
−$133.20
entry + exit fees
⏱Payback
12.1d
to break even
◧24h Volume
Bybit$2.17MKuCoin$78.0KLoading 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 (−$133.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.