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updated 3:14:59 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
+0.00%
3d Period Avg+11.67%
LONG Bitget · now
+10.96%
3d avg:+16.20%
SHORT KuCoin · nowRIVERUSDTM
+10.96%
3d avg:+27.87%
Entry Spread Now
−0.120%
Against youL 3.3300 · S 3.3260−$12.01 if it converges
24h range −0.87%…+0.86% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.42
−0.14%
$Avg Daily PnL
+$2.40
+0.0240%
★Best Day
+$7.61
Jul 17
◎Open Interest
⚡Funding APR
+8.74%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
10.0d
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.