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updated 1:32:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+18.01%
LONG MEXC · nowAAPLSTOCK_USDT
+0.00%
3d avg:−7.05%
SHORT KuCoin · nowAAPLUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.174%
Against youL ask 333.4800 · S bid 332.9000−$17.39 at entry
24h range −0.37%…+0.17% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.53
−0.26%
$Avg Daily PnL
+$3.70
+0.0370%
★Best Day
+$6.40
Jul 16
◎Open Interest
⚡Funding APR
+13.50%
annualized · funding only
⚠Execution Cost
−$40.32
entry + exit fees
⏱Payback
10.9d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$40.32 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.