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updated 11:57:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.99%
3d Period Avg+56.90%
LONG KuCoin · nowAAVEUSDTM
−0.55%
3d avg:−1.66%
SHORT N1 · now
+39.45%
3d avg:+55.24%
Entry Spread Now
−0.035%
Against youL ask 86.2000 · S bid 86.1700−$3.48 at entry
24h range −2.42%…+1.23% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$8.99
+0.09%
$Avg Daily PnL
+$11.22
+0.1122%
★Best Day
+$20.48
Aug 14
◎Open Interest
KuCoin$19.07M
N1$7.9K⚡Funding APR
+40.96%
annualized · funding only
⚠Execution Cost
−$35.90
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
KuCoin$853.1KN1$29Loading 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 (−$35.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.