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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ59.27%
swingΒ±116.20%
LONG Binance Futures Β· now
+10.96%
3d avg:+13.09%
SHORT KuCoin Β· nowBASUSDTM
+10.96%
3d avg:β46.18%
Entry Spread Now
+0.078%
Eaten by executionL 0.02221 Β· S 0.02223+$7.76 if it converges
24h range β0.05%β¦+0.22% Β· median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$66.12
β0.66%
$Avg Daily PnL
β$14.71
β0.1471%
β
Best Day
+$0.88
Oct 11
βOpen Interest
Binance Futures$2.05M
KuCoin$1.07Mβ‘Funding APR
β53.68%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$574.7KKuCoin$895.3KLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.