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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+30.09%
swing±51.36%
LONG KuCoin · nowBTRUSDTM
+10.96%
7d avg:+31.90%
SHORT MEXC · now
+10.96%
7d avg:+61.99%
Entry Spread Now
+0.060%
Eaten by executionL 0.04979 · S 0.04982+$6.03 if it converges
24h range −0.32%…+0.31% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$23.68
+0.24%
$Avg Daily PnL
+$8.24
+0.0824%
★Best Day
+$25.16
Sep 22
◎Open Interest
⚡Funding APR
+30.07%
annualized · funding only
⚠Execution Cost
−$33.99
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
Loading 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 (−$33.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.