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updated 3:16:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+114.83%
3d Period Avg+138.76%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowRAVEUSDTM
+125.79%
3d avg:+149.72%
Entry Spread Now
−0.904%
Against youL 0.3075 · S 0.3048−$90.39 if it converges
24h range −1.28%…+0.75% · median −0.40%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$89.97
+0.90%
$Avg Daily PnL
+$28.49
+0.2849%
★Best Day
+$55.25
Jul 17
◎Open Interest
⚡Funding APR
+104.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
20.2h
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.