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updated 9:36:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~43d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.04%
3d Period Avg+8.14%
LONG BloFin · now
+8.92%
3d avg:+2.82%
SHORT KuCoin · nowSANDUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.076%
Eaten by executionL 0.03925 · S 0.03928+$7.64 if it converges
24h range −0.52%…+1.12% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.32
−0.17%
$Avg Daily PnL
+$2.23
+0.0223%
★Best Day
+$3.16
Aug 16
◎Open Interest
BloFin$288.4K
KuCoin$2.79M⚡Funding APR
+8.13%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
10.8d
to break even
◧24h Volume
BloFin$44.3KKuCoin$96.5KLoading 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.