← Back to Screener
updated 11:40:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.03%
30d Period Avg+20.39%
LONG Hotcoin · now
−6.03%
30d avg:+4.27%
SHORT KuCoin · nowSKYAIUSDTM
+55.01%
30d avg:+24.66%
Entry Spread Now
−0.224%
Against youL 0.07600 · S 0.07583−$22.37 if it converges
24h range −0.81%…+1.01% · median −0.07%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$145.88
+1.46%
$Avg Daily PnL
+$5.48
+0.0548%
★Best Day
+$15.20
Aug 5
◎Open Interest
Hotcoin$742.3K
KuCoin$5.87M⚡Funding APR
+20.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Hotcoin—KuCoin$1.76MLoading 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.