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updated 11:35:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−33.09%
3d Period Avg−14.00%
LONG Bitget · now
−5.48%
3d avg:+7.41%
SHORT KuCoin · nowPYTHUSDTM
−38.57%
3d avg:−6.59%
Entry Spread Now
+0.477%
In your favorL 0.04819 · S 0.04842+$47.73 if it converges
24h range −0.82%…+0.58% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$35.50
−0.36%
$Avg Daily PnL
−$3.83
−0.0383%
★Best Day
−$1.49
Jul 15
◎Open Interest
⚡Funding APR
−13.99%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.