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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 ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.86%
30d Period Avg+13.10%
swing±89.10%
LONG Crypto.com · nowBABAUSD-PERP
−15.26%
30d avg:−1.49%
SHORT KuCoin · nowBABAUSDTM
+20.60%
30d avg:+11.61%
Entry Spread Now
+0.102%
Eaten by executionL 107.8100 · S 107.9200+$10.20 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
+$146.78
+1.47%
$Avg Daily PnL
+$5.63
+0.0563%
★Best Day
+$64.57
Sep 25
◎Open Interest
Crypto.com$3.7K
KuCoin$580.0K⚡Funding APR
+20.54%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Crypto.com$241KuCoin$1.68MLoading 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.