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updated 6:41:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.55%
1d Period Avg+15.12%
LONG KuCoin · nowXAUTUSDTM
−17.97%
1d avg:+7.93%
SHORT BloFin · now
+21.58%
1d avg:+23.05%
Entry Spread Now
−0.033%
Against youL ask 4,382.23 · S bid 4,380.8−$3.26 at entry
24h range −0.13%…+0.04% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.11
−0.25%
$Avg Daily PnL
+$2.07
+0.0207%
★Best Day
+$2.94
Aug 17
◎Open Interest
KuCoin$22.96M
BloFin$2.34M⚡Funding APR
+7.56%
annualized · funding only
⚠Execution Cost
−$29.25
entry + exit fees
⏱Payback
14.1d
to break even
◧24h Volume
KuCoin$1.74MBloFin$1.88MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$29.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.