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updated 7:20:34 PMFunding Arbitrage Backtester
Size$
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
+0.00%
3d Period Avg+0.00%
LONG KuCoin · nowCELOUSDTM
+10.96%
3d avg:+10.96%
SHORT TxFlow · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.136%
In your favorL 0.05900 · S 0.05908+$13.56 if it converges
24h range −0.40%…+0.52% · median +0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$23.00
−0.23%
$Avg Daily PnL
−$0.67
−0.0067%
★Best Day
+$0.00
Aug 16
◎Open Interest
KuCoin$648.2K
TxFlow$5.9K⚡Funding APR
−2.43%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$11.9KTxFlow$13.6KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.