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updated 2:35:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+170.27%
3d Period Avg+84.11%
LONG Toobit · nowPIEVERSE-SWAP-USDT
−118.99%
3d avg:−32.76%
SHORT KuCoin · nowPIEVERSEUSDTM
+51.28%
3d avg:+51.35%
Entry Spread Now
+0.052%
Eaten by executionL 0.8604 · S 0.8609+$5.23 if it converges
24h range −0.54%…+0.65% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$45.09
+0.45%
$Avg Daily PnL
+$17.27
+0.1727%
★Best Day
+$53.42
Aug 16
◎Open Interest
Toobit$73.6K
KuCoin$4.79M⚡Funding APR
+63.04%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Toobit$20.76MKuCoin$787.1KLoading 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.