← Back to Screener
updated 7:21:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.95%
3d Period Avg+4.26%
LONG Toobit · nowSIGN-SWAP-USDT
+0.01%
3d avg:+6.70%
SHORT KuCoin · nowSIGNUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.015%
NeutralL 0.006709 · S 0.006710
24h range −0.39%…+0.51% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.50
−0.21%
$Avg Daily PnL
+$0.87
+0.0087%
★Best Day
+$1.00
Aug 15
◎Open Interest
Toobit$27.5K
KuCoin$1.79M⚡Funding APR
+3.19%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
27.4d
to break even
◧24h Volume
Toobit$166.6KKuCoin$12.8KLoading 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.