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updated 3:14:45 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
+0.00%
3d Period Avg−8.15%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowSPXUSDTM
+10.96%
3d avg:+2.81%
Entry Spread Now
−0.388%
Against youL 0.3606 · S 0.3592−$38.82 if it converges
24h range −0.58%…+0.70% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$30.69
−0.31%
$Avg Daily PnL
−$1.67
−0.0167%
★Best Day
+$0.00
Jul 18
◎Open Interest
⚡Funding APR
−6.10%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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.