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updated 9:06:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.44%
3d Period Avg−0.44%
LONG Extended · now
+11.40%
3d avg:+11.40%
SHORT KuCoin · nowAIGENSYNUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.006%
NeutralL 0.02015 · S 0.02015
24h range −0.10%…+0.27% · median +0.07%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.36
−0.17%
$Avg Daily PnL
−$0.09
−0.0009%
★Best Day
+$0.14
Aug 17
◎Open Interest
Extended$350
KuCoin$1.47M⚡Funding APR
−0.33%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$142.0KKuCoin$827.3KLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.