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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 never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β1.08%
7d Period Avg+28.22%
swingΒ±44.55%
LONG Binance Futures Β· now
β39.69%
7d avg:β63.05%
SHORT KuCoin Β· now2ZUSDTM
β40.76%
7d avg:β34.83%
Entry Spread Now
β0.059%
Eaten by executionL 0.03719 Β· S 0.03717β$5.92 if it converges
24h range β0.35%β¦+0.73% Β· median β0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$13.79
β0.14%
$Avg Daily PnL
+$1.17
+0.0117%
β
Best Day
+$11.16
Oct 6
βOpen Interest
Binance Futures$4.55M
KuCoin$1.31Mβ‘Funding APR
+4.28%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
18.8d
to break even
β§24h Volume
Binance Futures$4.31MKuCoin$318.7KLoading 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$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.