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updated 8:03:25 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+151.87%
3d Period Avg+32.27%
LONG KuCoin · nowBDXUSDTM
−120.97%
3d avg:−41.84%
SHORT WEEX · now
+30.90%
3d avg:−9.57%
Entry Spread Now
+0.913%
In your favorL 0.08106 · S 0.08180+$91.29 if it converges
24h range −0.33%…+1.25% · median +0.48%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$2.96
−0.03%
$Avg Daily PnL
+$8.35
+0.0835%
★Best Day
+$15.79
Aug 16
◎Open Interest
KuCoin$225.9K
WEEX$1.59M⚡Funding APR
+30.47%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
KuCoin$165.3KWEEX$22.1KLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.