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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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.90%
1d Period Avg+14.98%
swing±3.16%
LONG KuCoin · nowTRXUSDTM
−16.55%
1d avg:+9.13%
SHORT BloFin · now
+13.35%
1d avg:+24.11%
Entry Spread Now
+0.018%
NeutralL 0.3336 · S 0.3337
24h range −0.09%…+0.08% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.90
−0.20%
$Avg Daily PnL
+$4.10
+0.0410%
★Best Day
+$4.10
Oct 17
◎Open Interest
KuCoin$6.97M
BloFin$3.43M⚡Funding APR
+14.97%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
KuCoin$738.2KBloFin$2.85MLoading 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.