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updated 5:10:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.85%
30d Period Avg−1.34%
LONG KuCoin · nowRSRUSDTM
−5.92%
30d avg:+4.31%
SHORT BloFin · now
+11.93%
30d avg:+2.97%
Entry Spread Now
+0.000%
NeutralL 0.001138 · S 0.001138
24h range −0.35%…+0.18% · median −0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.94
−0.35%
$Avg Daily PnL
−$0.35
−0.0035%
★Best Day
+$7.47
Aug 8
◎Open Interest
KuCoin$628.9K
BloFin$102.9K⚡Funding APR
−1.29%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$72.8KBloFin$5.5KLoading 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.