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updated 8:03:03 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.26%
3d Period Avg+15.86%
LONG KuCoin · nowXAUTUSDTM
−10.52%
3d avg:+8.57%
SHORT BloFin · now
+30.74%
3d avg:+24.43%
Entry Spread Now
+0.002%
NeutralL 4,396.83 · S 4,396.9
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
−$17.31
−0.17%
$Avg Daily PnL
+$4.10
+0.0410%
★Best Day
+$7.53
Aug 16
◎Open Interest
KuCoin$23.14M
BloFin$2.37M⚡Funding APR
+14.97%
annualized · funding only
⚠Execution Cost
−$29.61
entry + exit fees
⏱Payback
7.2d
to break even
◧24h Volume
KuCoin$1.80MBloFin$1.91MLoading 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 (−$29.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.