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updated 3:53:19 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.45%
3d Period Avg+4.76%
swing±18.73%
LONG KuCoin · nowSPCXUSDTM
−19.72%
3d avg:−12.84%
SHORT BitMart · nowSPCXUSDT
−4.27%
3d avg:−8.08%
Entry Spread Now
+0.181%
Eaten by executionL 148.8700 · S 149.1394+$18.10 if it converges
24h range −0.27%…+0.49% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$37.53
−0.38%
$Avg Daily PnL
+$0.98
+0.0098%
★Best Day
+$1.55
Sep 1
◎Open Interest
⚡Funding APR
+3.57%
annualized · funding only
⚠Execution Cost
−$41.45
entry + exit fees
⏱Payback
1.4mo
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 (−$41.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.