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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+102.96%
30d Period Avg+4.82%
swing±32.55%
LONG BloFin · now
+8.58%
30d avg:+16.78%
SHORT KuCoin · nowOUSDTM
+111.55%
30d avg:+21.60%
Entry Spread Now
+0.295%
In your favorL 0.5428 · S 0.5444+$29.48 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
+$15.57
+0.16%
$Avg Daily PnL
+$1.32
+0.0132%
★Best Day
+$17.03
Sep 26
◎Open Interest
BloFin$234.0K
KuCoin$1.23M⚡Funding APR
+4.81%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
18.2d
to break even
◧24h Volume
BloFin$15.1KKuCoin$1.50MLoading 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.