← Back to Screener
updated 1:24:03 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
+9.18%
3d Period Avg+9.02%
LONG Bybit · now
+1.77%
3d avg:−3.22%
SHORT KuCoin · nowSANDUSDTM
+10.96%
3d avg:+5.80%
Entry Spread Now
−0.042%
Eaten by executionL 0.04757 · S 0.04755−$4.20 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
−$15.60
−0.16%
$Avg Daily PnL
+$1.85
+0.0185%
★Best Day
+$5.50
Jul 17
◎Open Interest
Bybit$2.06M
KuCoin$1.53M⚡Funding APR
+6.76%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
12.4d
to break even
◧24h Volume
Bybit$1.65MKuCoin$16.9KLoading 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.