← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+90.07%
3d Period Avg+23.47%
swing±37.84%
LONG Bybit · now
+10.96%
3d avg:+7.38%
SHORT KuCoin · nowOUSDTM
+101.03%
3d avg:+30.85%
Entry Spread Now
+0.056%
Eaten by executionL 0.5399 · S 0.5402+$5.56 if it converges
24h range −0.77%…+0.47% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.73
−0.04%
$Avg Daily PnL
+$6.42
+0.0642%
★Best Day
+$10.09
Sep 29
◎Open Interest
Bybit$577.3K
KuCoin$1.22M⚡Funding APR
+23.45%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Bybit$758.6KKuCoin$1.51MLoading 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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.