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updated 2:42:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+127.61%
30d Period Avg+9.19%
LONG Toobit · nowSYRUP-SWAP-USDT
−0.07%
30d avg:+6.09%
SHORT KuCoin · nowSYRUPUSDTM
+127.55%
30d avg:+15.28%
Entry Spread Now
+0.449%
In your favorL 0.1626 · S 0.1634+$44.89 if it converges
24h range −0.37%…+0.45% · median +0.29%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$51.47
+0.51%
$Avg Daily PnL
+$2.43
+0.0243%
★Best Day
+$11.35
Aug 1
◎Open Interest
Toobit$35.4K
KuCoin$2.63M⚡Funding APR
+8.89%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
9.9d
to break even
◧24h Volume
Toobit$724.0KKuCoin$97.1KLoading 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.