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updated 3:25:48 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.38%
3d Period Avg+16.59%
swing±11.42%
LONG WEEX · now
−11.42%
3d avg:−8.59%
SHORT KuCoin · nowASMLUSDTM
+10.96%
3d avg:+8.00%
Entry Spread Now
−0.004%
NeutralL 1,720.15 · S 1,720.08
24h range −0.24%…+0.02% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.10
−0.34%
$Avg Daily PnL
+$3.41
+0.0341%
★Best Day
+$5.91
Sep 4
◎Open Interest
WEEX—
KuCoin$307.1K⚡Funding APR
+12.43%
annualized · funding only
⚠Execution Cost
−$47.72
entry + exit fees
⏱Payback
14.0d
to break even
◧24h Volume
WEEX$1.15MKuCoin$736.4KLoading 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 (−$47.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.