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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 ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.52%
3d Period Avg+4.83%
swing±42.19%
LONG KuCoin · nowBSBUSDTM
+18.19%
3d avg:+50.47%
SHORT OKX · nowBSB-USDT-SWAP
+76.71%
3d avg:+55.30%
Entry Spread Now
+0.179%
In your favorL 0.1061 · S 0.1063+$17.91 if it converges
24h range −0.07%…+0.38% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.03
−0.18%
$Avg Daily PnL
+$1.32
+0.0132%
★Best Day
+$6.78
Sep 26
◎Open Interest
KuCoin$534.8K
OKX$1.24M⚡Funding APR
+4.83%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.6d
to break even
◧24h Volume
KuCoin$1.90MOKX$1.04MLoading 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.