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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.86%
3d Period Avg+22.38%
swing±37.93%
LONG BloFin · now
+6.81%
3d avg:+8.47%
SHORT KuCoin · nowOUSDTM
+110.67%
3d avg:+30.85%
Entry Spread Now
+0.129%
In your favorL 0.5407 · S 0.5414+$12.95 if it converges
24h range −0.51%…+0.40% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.62
−0.06%
$Avg Daily PnL
+$6.13
+0.0613%
★Best Day
+$10.12
Sep 29
◎Open Interest
BloFin$235.0K
KuCoin$1.23M⚡Funding APR
+22.36%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
BloFin$17.7KKuCoin$1.49MLoading 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.