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updated 9:07:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.11%
3d Period Avg−0.09%
LONG Toobit · nowWCT-SWAP-USDT
+11.07%
3d avg:+11.05%
SHORT KuCoin · nowWCTUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.030%
Eaten by executionL 0.03340 · S 0.03341+$2.99 if it converges
24h range −0.24%…+0.33% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$24.08
−0.24%
$Avg Daily PnL
−$0.03
−0.0003%
★Best Day
−$0.02
Aug 15
◎Open Interest
Toobit$34.9K
KuCoin$176.5K⚡Funding APR
−0.09%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Toobit$232.4KKuCoin$5.1KLoading 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.