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updated 11:21:49 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1161.46%
1d Period Avg+108.47%
swing±79.81%
LONG KuCoin · nowTUSDTM
−1168.73%
1d avg:−158.88%
SHORT Bybit · now
−7.27%
1d avg:−50.41%
Entry Spread Now
+0.704%
In your favorL 0.004690 · S 0.004723+$70.36 if it converges
24h range +0.48%…+4.38% · median +1.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Sparse settlements: long 17%, short 33% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$23.98
−0.24%
$Avg Daily PnL
−$0.49
−0.0049%
★Best Day
+$1.11
Sep 14
◎Open Interest
KuCoin$1.72M
Bybit$2.25M⚡Funding APR
−1.79%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$2.83MBybit$28.37MLoading 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.