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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+70.98%
7d Period Avg+11.97%
swing±39.32%
LONG KuCoin · nowBSBUSDTM
+23.01%
7d avg:+33.82%
SHORT OKX · nowBSB-USDT-SWAP
+93.99%
7d avg:+45.79%
Entry Spread Now
+0.048%
Eaten by executionL 0.1049 · S 0.1050+$4.77 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
+$0.95
+0.01%
$Avg Daily PnL
+$3.28
+0.0328%
★Best Day
+$12.81
Sep 21
◎Open Interest
KuCoin$633.1K
OKX$1.22M⚡Funding APR
+11.97%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
KuCoin$1.90MOKX$971.8KLoading 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.