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updated 9:06:55 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
−4.44%
3d Period Avg−3.36%
LONG BloFin · now
+14.30%
3d avg:+10.97%
SHORT KuCoin · nowZETAUSDTM
+9.86%
3d avg:+7.61%
Entry Spread Now
+0.036%
Eaten by executionL 0.02761 · S 0.02762+$3.62 if it converges
24h range −0.21%…+0.29% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.76
−0.27%
$Avg Daily PnL
−$0.92
−0.0092%
★Best Day
+$0.74
Aug 15
◎Open Interest
BloFin$75.2K
KuCoin$344.2K⚡Funding APR
−3.36%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$3.9KKuCoin$463.9KLoading 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.