← Back to Screener
updated 4:34:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.68%
3d Period Avg+8.14%
LONG BloFin · now
+9.85%
3d avg:+22.04%
SHORT KuCoin · nowTRIAUSDTM
+49.53%
3d avg:+30.18%
Entry Spread Now
+0.153%
In your favorL 0.008505 · S 0.008518+$15.29 if it converges
24h range −0.35%…+0.62% · median +0.24%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.31
−0.17%
$Avg Daily PnL
+$1.67
+0.0167%
★Best Day
+$6.73
Aug 16
◎Open Interest
BloFin$188.3K
KuCoin$2.42M⚡Funding APR
+6.10%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
14.3d
to break even
◧24h Volume
BloFin$11.5KKuCoin$45.6KLoading 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.