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updated 9:05:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.06%
3d Period Avg+2.15%
LONG Bitget · now
−24.11%
3d avg:−4.50%
SHORT KuCoin · nowTUSDTM
+10.96%
3d avg:−2.35%
Entry Spread Now
+0.272%
In your favorL 0.003311 · S 0.003320+$27.18 if it converges
24h range −0.06%…+0.42% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.23
−0.22%
$Avg Daily PnL
+$0.59
+0.0059%
★Best Day
+$8.20
Aug 17
◎Open Interest
Bitget$443.9K
KuCoin$976.2K⚡Funding APR
+2.15%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.4mo
to break even
◧24h Volume
Bitget$48.3KKuCoin$13.0KLoading 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.