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updated 9:06:52 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
−8.33%
3d Period Avg−13.02%
LONG Extended · now
+11.40%
3d avg:+8.77%
SHORT KuCoin · nowCGPTUSDTM
+3.07%
3d avg:−4.25%
Entry Spread Now
+0.394%
In your favorL 0.02000 · S 0.02008+$39.36 if it converges
24h range +0.17%…+0.65% · median +0.32%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.01
−0.28%
$Avg Daily PnL
−$2.75
−0.0275%
★Best Day
−$0.09
Aug 17
◎Open Interest
Extended$28.5K
KuCoin$336.5K⚡Funding APR
−10.05%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$132.6KKuCoin$18.4KLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.