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updated 11:34:44 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
+4.93%
3d Period Avg+1.60%
LONG Bitget · now
+6.03%
3d avg:+8.53%
SHORT KuCoin · nowSHIBUSDTM
+10.96%
3d avg:+10.13%
Entry Spread Now
+0.315%
In your favorL 0.000004131 · S 0.000004144+$31.47 if it converges
24h range −0.24%…+0.52% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.69
−0.23%
$Avg Daily PnL
+$0.44
+0.0044%
★Best Day
+$0.81
Jul 17
◎Open Interest
⚡Funding APR
+1.59%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.8mo
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.