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updated 3:57:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.57%
3d Period Avg+28.18%
LONG KuCoin · nowPROVEUSDTM
−27.61%
3d avg:−80.85%
SHORT Bybit · now
+10.96%
3d avg:−52.67%
Entry Spread Now
−0.141%
Against youL 0.1493 · S 0.1491−$14.06 if it converges
24h range −0.18%…+0.37% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$0.15
+0.00%
$Avg Daily PnL
+$5.79
+0.0579%
★Best Day
+$15.65
Aug 15
◎Open Interest
KuCoin$4.48M
Bybit$1.11M⚡Funding APR
+21.12%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
KuCoin$11.9KBybit$353.4KLoading 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.