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updated —CC 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
−38.64%
3d Period Avg+268.38%
swing±85.58%
LONG OKX · nowCC-USDT-SWAP
−12.64%
3d avg:−3.55%
SHORT KuCoin · nowCCUSDTM
−51.28%
3d avg:+264.83%
Entry Spread Now
−0.353%
Against youL 0.08489 · S 0.08459−$35.34 if it converges
24h range −1.19%…−0.18% · median −0.74%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$198.43
+1.98%
$Avg Daily PnL
+$73.48
+0.7348%
★Best Day
+$73.26
Nov 12
◎Open Interest
OKX$2.77M
KuCoin$1.06M⚡Funding APR
+268.19%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.2h
to break even
◧24h Volume
OKX$1.89MKuCoin$135.5KLoading 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.