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updated 1:04:59 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+859.29%
3d Period Avg+42.72%
swing±115.09%
LONG KuCoin · nowTUSDTM
−848.33%
3d avg:−74.97%
SHORT Bybit · now
+10.96%
3d avg:−32.25%
Entry Spread Now
+0.809%
In your favorL ask 0.004698 · S bid 0.004736+$80.89 at entry
24h range +0.48%…+2.11% · median +0.86%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Sparse settlements: long 67%, short 29% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$163.67
−1.64%
$Avg Daily PnL
+$1.75
+0.0175%
★Best Day
+$6.70
Sep 14
◎Open Interest
KuCoin$1.62M
Bybit$2.30M⚡Funding APR
+6.40%
annualized · funding only
⚠Execution Cost
−$170.68
entry + exit fees
⏱Payback
3.2mo
to break even
◧24h Volume
KuCoin$2.20MBybit$22.07MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$170.68 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.