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updated 9:08:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.55%
3d Period Avg+66.97%
LONG KuCoin · nowPROVEUSDTM
−23.45%
3d avg:−63.69%
SHORT Toobit · nowPROVE-SWAP-USDT
+11.10%
3d avg:+3.28%
Entry Spread Now
−0.139%
Against youL 0.1506 · S 0.1504−$13.94 if it converges
24h range −0.26%…+0.25% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$31.01
+0.31%
$Avg Daily PnL
+$18.34
+0.1834%
★Best Day
+$26.70
Aug 15
◎Open Interest
KuCoin$4.52M
Toobit$23.5K⚡Funding APR
+66.93%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
KuCoin$5.8KToobit$7.41MLoading 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.