← Back to Screener
updated 2:39:26 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
+89.78%
30d Period Avg−0.17%
LONG BloFin · now
+12.34%
30d avg:+24.95%
SHORT KuCoin · nowTRIAUSDTM
+102.12%
30d avg:+24.78%
Entry Spread Now
+0.308%
In your favorL 0.008430 · S 0.008456+$30.84 if it converges
24h range −0.35%…+0.78% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$69.86
−0.70%
$Avg Daily PnL
−$1.48
−0.0148%
★Best Day
+$14.68
Aug 1
◎Open Interest
BloFin$189.2K
KuCoin$2.41M⚡Funding APR
−5.40%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$11.9KKuCoin$49.7KLoading 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.