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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.22%
7d Period Avg+23.50%
swing±17.71%
LONG KuCoin · nowTIAUSDTM
+5.04%
7d avg:+0.09%
SHORT BloFin · now
+37.26%
7d avg:+23.59%
Entry Spread Now
−0.046%
Eaten by executionL 0.4376 · S 0.4374−$4.57 if it converges
24h range −0.84%…+0.63% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$5.73
+0.06%
$Avg Daily PnL
+$6.43
+0.0643%
★Best Day
+$10.65
Sep 27
◎Open Interest
KuCoin$3.83M
BloFin$731.6K⚡Funding APR
+23.49%
annualized · funding only
⚠Execution Cost
−$39.31
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
KuCoin$14.32MBloFin$399.8KLoading 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 (−$39.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.