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updated 1:23:49 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
+169.91%
30d Period Avg−21.53%
LONG Toobit · nowPIEVERSE-SWAP-USDT
−117.54%
30d avg:+42.87%
SHORT KuCoin · nowPIEVERSEUSDTM
+52.38%
30d avg:+21.34%
Entry Spread Now
−0.117%
Eaten by executionL 0.8469 · S 0.8459−$11.69 if it converges
24h range −0.54%…+0.65% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$200.84
−2.01%
$Avg Daily PnL
−$5.70
−0.0570%
★Best Day
+$53.42
Aug 16
◎Open Interest
Toobit$109.7K
KuCoin$4.62M⚡Funding APR
−20.82%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$20.86MKuCoin$775.1KLoading 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.