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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 ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.33%
3d Period Avg+23.18%
swing±18.33%
LONG KuCoin · nowNBISUSDTM
+0.00%
3d avg:−1.47%
SHORT Bybit · now
+43.33%
3d avg:+21.71%
Entry Spread Now
−0.107%
Eaten by executionL 206.3000 · S 206.0800−$10.66 if it converges
24h range −1.26%…+0.82% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$20.49
−0.20%
$Avg Daily PnL
+$6.35
+0.0635%
★Best Day
+$8.65
Oct 12
◎Open Interest
KuCoin$772.6K
Bybit$6.93M⚡Funding APR
+23.17%
annualized · funding only
⚠Execution Cost
−$39.53
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
KuCoin$1.18MBybit$6.90MLoading 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 (−$39.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.