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updated 4:39:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.08%
3d Period Avg+19.15%
LONG KuCoin · nowUBUSDTM
+10.96%
3d avg:−4.16%
SHORT Toobit · nowUB-SWAP-USDT
+23.04%
3d avg:+14.99%
Entry Spread Now
+0.431%
In your favorL 0.1192 · S 0.1198+$43.05 if it converges
24h range −0.82%…+0.50% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.27
−0.08%
$Avg Daily PnL
+$3.93
+0.0393%
★Best Day
+$8.38
Aug 16
◎Open Interest
KuCoin$6.46M
Toobit$53.7K⚡Funding APR
+14.35%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
KuCoin$694.7KToobit$8.99MLoading 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.