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updated 4:03:23 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+211.88%
3d Period Avg+13.17%
LONG LBank · now
+32.69%
3d avg:+25.42%
SHORT KuCoin · nowTAKEUSDTM
+244.57%
3d avg:+38.59%
Entry Spread Now
−0.519%
Against youL 0.04813 · S 0.04788−$51.94 if it converges
24h range −0.53%…+0.53% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.48
−0.03%
$Avg Daily PnL
+$5.13
+0.0513%
★Best Day
+$9.89
Aug 14
◎Open Interest
LBank—
KuCoin$385.1K⚡Funding APR
+18.73%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
LBank$3.73MKuCoin$258.5KLoading 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.