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updated 2:11:07 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
−1.21%
3d Period Avg+0.44%
LONG Toobit · nowWLFI-SWAP-USDT
+12.17%
3d avg:+10.52%
SHORT KuCoin · nowWLFIUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.067%
Eaten by executionL 0.05991 · S 0.05987−$6.68 if it converges
24h range −0.25%…+0.12% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.64
−0.24%
$Avg Daily PnL
+$0.09
+0.0009%
★Best Day
+$0.47
Aug 18
◎Open Interest
Toobit$68.7K
KuCoin$4.63M⚡Funding APR
+0.33%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
8.9mo
to break even
◧24h Volume
Toobit$30.74MKuCoin$235.0KLoading 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.