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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~13d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+11.77%
3d Period Avgβ4.54%
swingΒ±31.38%
LONG Binance Futures Β· now
β54.72%
3d avg:β15.54%
SHORT KuCoin Β· now2ZUSDTM
β42.95%
3d avg:β20.08%
Entry Spread Now
β0.062%
Eaten by executionL 0.03706 Β· S 0.03704β$6.21 if it converges
24h range β0.32%β¦+0.73% Β· median β0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$46.38
β0.46%
$Avg Daily PnL
β$1.17
β0.0117%
β
Best Day
+$0.65
Oct 9
βOpen Interest
Binance Futures$4.49M
KuCoin$1.30Mβ‘Funding APR
β4.27%
annualized Β· funding only
β Execution Cost
β$42.87
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$4.32MKuCoin$112.0KLoading Cumulative PnLβ¦
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 (β$42.87 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.