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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
+93.58%
30d Period Avg+4.67%
swing±32.93%
LONG Bybit · now
+10.96%
30d avg:+16.93%
SHORT KuCoin · nowOUSDTM
+104.53%
30d avg:+21.60%
Entry Spread Now
+0.073%
Eaten by executionL 0.5463 · S 0.5467+$7.32 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
+$15.32
+0.15%
$Avg Daily PnL
+$1.28
+0.0128%
★Best Day
+$17.53
Sep 26
◎Open Interest
Bybit$587.7K
KuCoin$1.24M⚡Funding APR
+4.66%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
18.0d
to break even
◧24h Volume
Bybit$757.7KKuCoin$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.