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updated 9:15:32 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.32%
1d Period Avg+44.20%
swing±45.69%
LONG Binance Futures · now
+10.96%
1d avg:+22.64%
SHORT KuCoin · nowCHILLGUYUSDTM
+51.28%
1d avg:+66.84%
Entry Spread Now
+0.049%
Eaten by executionL 0.01234 · S 0.01234+$4.86 if it converges
24h range −0.37%…+0.31% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.95
−0.11%
$Avg Daily PnL
+$5.52
+0.0552%
★Best Day
+$11.05
Sep 17
◎Open Interest
Binance Futures$1.77M
KuCoin$962.1K⚡Funding APR
+20.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
Binance Futures$1.27MKuCoin$413.3KLoading 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.