← Back to Screener
updated 4:39:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.56%
3d Period Avg+18.73%
LONG Toobit · nowSYRUP-SWAP-USDT
−0.06%
3d avg:+7.67%
SHORT KuCoin · nowSYRUPUSDTM
+67.50%
3d avg:+26.40%
Entry Spread Now
+0.440%
In your favorL 0.1614 · S 0.1621+$43.99 if it converges
24h range −0.37%…+0.50% · median +0.29%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.62
−0.09%
$Avg Daily PnL
+$3.85
+0.0385%
★Best Day
+$7.31
Aug 15
◎Open Interest
Toobit$35.4K
KuCoin$2.61M⚡Funding APR
+14.04%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
Toobit$687.2KKuCoin$96.2KLoading 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.