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updated 10:32:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.58%
3d Period Avg+57.08%
LONG KuCoin · nowAAVEUSDTM
−3.07%
3d avg:−1.59%
SHORT N1 · now
+74.51%
3d avg:+55.49%
Entry Spread Now
+0.047%
In your favorL ask 85.7500 · S bid 85.7900+$4.66 at entry
24h range −2.42%…+1.23% · median +0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$9.37
+0.09%
$Avg Daily PnL
+$11.14
+0.1114%
★Best Day
+$20.48
Aug 14
◎Open Interest
KuCoin$18.95M
N1$7.9K⚡Funding APR
+40.67%
annualized · funding only
⚠Execution Cost
−$35.20
entry + exit fees
⏱Payback
3.2d
to break even
◧24h Volume
KuCoin$844.3KN1$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 (−$35.20 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.