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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.94%
3d Period Avg+75.39%
swing±122.52%
LONG Binance Futures · now
−3985.57%
3d avg:+43.83%
SHORT KuCoin · nowARKUSDTM
−3973.63%
3d avg:+119.22%
Entry Spread Now
+0.084%
Eaten by executionL 0.2382 · S 0.2384+$8.40 if it converges
24h range −8.40%…+10.67% · median +0.45%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 18%, short 17% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$12.18
−0.12%
$Avg Daily PnL
+$3.27
+0.0327%
★Best Day
+$5.95
Sep 29
◎Open Interest
Binance Futures$6.34M
KuCoin$1.17M⚡Funding APR
+11.95%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
Binance Futures$337.33MKuCoin$9.98MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.