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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.17%
30d Period Avg+16.25%
swing±17.84%
LONG KuCoin · nowZENUSDTM
−20.60%
30d avg:+3.23%
SHORT BloFin · now
+14.57%
30d avg:+19.48%
Entry Spread Now
+0.097%
Eaten by executionL 7.2480 · S 7.2550+$9.66 if it converges
24h range −0.71%…+0.83% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$109.45
+1.09%
$Avg Daily PnL
+$4.45
+0.0445%
★Best Day
+$13.70
Sep 20
◎Open Interest
KuCoin$3.79M
BloFin$637.5K⚡Funding APR
+16.24%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
KuCoin$15.07MBloFin$1.10MLoading 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.