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updated 8:02:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.05%
3d Period Avg−13.88%
LONG Extended · now
+20.16%
3d avg:+28.67%
SHORT KuCoin · nowBSBUSDTM
+32.22%
3d avg:+14.79%
Entry Spread Now
+0.106%
In your favorL 0.1190 · S 0.1191+$10.58 if it converges
24h range −0.48%…+0.50% · median +0.14%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.36
−0.28%
$Avg Daily PnL
−$2.84
−0.0284%
★Best Day
−$0.51
Aug 14
◎Open Interest
Extended$916
KuCoin$2.79M⚡Funding APR
−10.37%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$131.6KKuCoin$1.06MLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.