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updated 2:42:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.74%
30d Period Avg+13.17%
LONG LBank · now
+46.77%
30d avg:+25.42%
SHORT KuCoin · nowTAKEUSDTM
+138.50%
30d avg:+38.59%
Entry Spread Now
+1.835%
In your favorL 0.05177 · S 0.05272+$183.50 if it converges
24h range −0.72%…+0.53% · median −0.21%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- LBank (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 6%, short 61% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$243.87
+2.44%
$Avg Daily PnL
+$14.10
+0.1410%
★Best Day
+$57.84
Aug 1
◎Open Interest
LBank—
KuCoin$412.6K⚡Funding APR
+51.46%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
LBank$3.55MKuCoin$256.5KLoading 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.