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updated 11:33:50 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
+3.07%
3d Period Avg+6.59%
LONG Bybit · now
+7.89%
3d avg:−2.84%
SHORT KuCoin · nowSANDUSDTM
+10.96%
3d avg:+3.75%
Entry Spread Now
+0.021%
Eaten by executionL 0.04788 · S 0.04789+$2.09 if it converges
24h range −0.32%…+0.56% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.59
−0.18%
$Avg Daily PnL
+$1.80
+0.0180%
★Best Day
+$5.50
Jul 17
◎Open Interest
Bybit$2.07M
KuCoin$1.54M⚡Funding APR
+6.58%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
12.8d
to break even
◧24h Volume
Bybit$1.99MKuCoin$18.4KLoading 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.