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updated 11:33:49 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
+0.00%
3d Period Avg+2.25%
LONG Bybit · now
+10.96%
3d avg:+5.49%
SHORT KuCoin · nowSTRKUSDTM
+10.96%
3d avg:+7.74%
Entry Spread Now
−0.323%
Against youL 0.02790 · S 0.02781−$32.26 if it converges
24h range −0.55%…+0.33% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.15
−0.21%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$1.38
Jul 17
◎Open Interest
⚡Funding APR
+2.26%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
1.2mo
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.