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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 covers it in ~4.4d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+18.19%
7d Period Avgβ6.63%
swingΒ±96.14%
LONG Binance Futures Β· now
+10.96%
7d avg:+20.96%
SHORT KuCoin Β· nowBASUSDTM
+29.15%
7d avg:+14.33%
Entry Spread Now
+0.145%
In your favorL 0.02220 Β· S 0.02224+$14.46 if it converges
24h range β0.07%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$31.41
β0.31%
$Avg Daily PnL
β$1.34
β0.0134%
β
Best Day
+$10.98
Oct 5
βOpen Interest
Binance Futures$2.05M
KuCoin$1.06Mβ‘Funding APR
β4.91%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$581.9KKuCoin$898.7KLoading 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.