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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
β2.91%
7d Period Avg+10.46%
swingΒ±55.51%
LONG Binance Futures Β· now
β33.91%
7d avg:β54.44%
SHORT KuCoin Β· nowAPI3USDTM
β36.82%
7d avg:β43.98%
Entry Spread Now
+0.046%
Eaten by executionL 0.3041 Β· S 0.3042+$4.60 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$14.95
β0.15%
$Avg Daily PnL
+$1.01
+0.0101%
β
Best Day
+$9.68
Oct 10
βOpen Interest
Binance Futures$3.70M
KuCoin$1.16Mβ‘Funding APR
+3.68%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
21.9d
to break even
β§24h Volume
Binance Futures$6.56MKuCoin$105.6KLoading 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.