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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.17%
3d Period Avg+60.17%
swing±54.85%
LONG Crypto.com · nowBABAUSD-PERP
−15.26%
3d avg:−34.16%
SHORT KuCoin · nowBABAUSDTM
+22.90%
3d avg:+26.01%
Entry Spread Now
+0.102%
Eaten by executionL 107.3700 · S 107.4800+$10.24 if it converges
24h range −0.12%…+0.31% · median +0.19%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$27.82
+0.28%
$Avg Daily PnL
+$16.61
+0.1661%
★Best Day
+$21.18
Oct 1
◎Open Interest
Crypto.com$3.7K
KuCoin$577.5K⚡Funding APR
+60.61%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Crypto.com$241KuCoin$1.67MLoading 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.