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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β4.48%
3d Period Avg+1.01%
swingΒ±68.19%
LONG Binance Futures Β· now
β34.31%
3d avg:β37.92%
SHORT KuCoin Β· nowAPI3USDTM
β38.79%
3d avg:β36.91%
Entry Spread Now
+0.064%
Eaten by executionL 0.2994 Β· S 0.2996+$6.36 if it converges
24h range β0.38%β¦+0.48% Β· median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$23.39
β0.23%
$Avg Daily PnL
β$0.46
β0.0046%
β
Best Day
+$9.68
Oct 10
βOpen Interest
Binance Futures$3.59M
KuCoin$1.15Mβ‘Funding APR
β1.69%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$6.25MKuCoin$98.6KLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.