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updated 2:05:36 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.11%
30d Period Avg+15.58%
swing±10.48%
LONG WEEX · now
−11.15%
30d avg:−6.08%
SHORT KuCoin · nowASMLUSDTM
+10.96%
30d avg:+9.50%
Entry Spread Now
−0.178%
Eaten by executionL 1,720.47 · S 1,717.41−$17.79 if it converges
24h range −0.24%…+0.02% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$79.69
+0.80%
$Avg Daily PnL
+$4.13
+0.0413%
★Best Day
+$5.98
Aug 24
◎Open Interest
WEEX—
KuCoin$307.8K⚡Funding APR
+15.07%
annualized · funding only
⚠Execution Cost
−$48.28
entry + exit fees
⏱Payback
11.7d
to break even
◧24h Volume
WEEX$1.06MKuCoin$748.6KLoading 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 (−$48.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.