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updated 1:29:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.31%
3d Period Avg+3.16%
LONG MEXC · now
−30.02%
3d avg:−7.74%
SHORT KuCoin · nowALGOUSDTM
−31.34%
3d avg:−4.58%
Entry Spread Now
+0.096%
In your favorL 0.08320 · S 0.08328+$9.62 if it converges
24h range −0.33%…+0.47% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.40
−0.11%
$Avg Daily PnL
+$0.65
+0.0065%
★Best Day
+$1.22
Jul 17
◎Open Interest
⚡Funding APR
+2.37%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
21.5d
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 + fees only (orderbook snapshot stale) on both legs (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.