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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
−4.69%
7d Period Avg+12.59%
swing±44.13%
LONG KuCoin · nowCASHCATUSDTM
+22.13%
7d avg:+62.35%
SHORT OKX · nowCASHCAT-USDT-SWAP
+17.44%
7d avg:+74.94%
Entry Spread Now
−0.006%
NeutralL 0.1681 · S 0.1681
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
+$2.13
+0.02%
$Avg Daily PnL
+$3.45
+0.0345%
★Best Day
+$17.97
Sep 22
◎Open Interest
KuCoin$711.3K
OKX$1.44M⚡Funding APR
+12.58%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
KuCoin$2.56MOKX$6.79MLoading 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.