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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.84%
3d Period Avg+5.16%
swing±49.65%
LONG KuCoin · nowCASHCATUSDTM
+39.67%
3d avg:+100.30%
SHORT OKX · nowCASHCAT-USDT-SWAP
+37.82%
3d avg:+105.46%
Entry Spread Now
+0.176%
In your favorL 0.1765 · S 0.1768+$17.56 if it converges
24h range −1.15%…+1.32% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.76
−0.18%
$Avg Daily PnL
+$1.41
+0.0141%
★Best Day
+$10.89
Sep 26
◎Open Interest
KuCoin$673.9K
OKX$1.47M⚡Funding APR
+5.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
15.6d
to break even
◧24h Volume
KuCoin$2.62MOKX$7.39MLoading 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.