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updated 7:22:33 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−0.99%
LONG OKX · nowAZTEC-USDT-SWAP
+10.96%
3d avg:+8.21%
SHORT KuCoin · nowAZTECUSDTM
+10.96%
3d avg:+7.22%
Entry Spread Now
+0.000%
NeutralL 0.01173 · S 0.01173
24h range −0.43%…+0.78% · median +0.26%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.81
−0.23%
$Avg Daily PnL
−$0.20
−0.0020%
★Best Day
+$2.26
Aug 17
◎Open Interest
⚡Funding APR
−0.74%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.