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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
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
+92.26%
30d Period Avg+6.48%
LONG KuCoin · nowPROVEUSDTM
−81.30%
30d avg:−17.38%
SHORT Bybit · now
+10.96%
30d avg:−10.90%
Entry Spread Now
+0.040%
Eaten by executionL 0.1489 · S 0.1490+$4.03 if it converges
24h range −0.18%…+0.37% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$30.29
+0.30%
$Avg Daily PnL
+$1.72
+0.0172%
★Best Day
+$28.35
Aug 4
◎Open Interest
KuCoin$4.48M
Bybit$1.11M⚡Funding APR
+6.27%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
13.4d
to break even
◧24h Volume
KuCoin$10.6KBybit$350.0KLoading 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.