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updated 7:18:32 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.99%
1d Period Avg+24.23%
swing±25.04%
LONG KuCoin · nowCHILLGUYUSDTM
−69.03%
1d avg:−8.36%
SHORT Binance Futures · now
+10.96%
1d avg:+15.87%
Entry Spread Now
+0.531%
In your favorL 0.01097 · S 0.01103+$53.13 if it converges
24h range −0.29%…+0.64% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.36
−0.15%
$Avg Daily PnL
+$3.32
+0.0332%
★Best Day
+$3.58
Sep 1
◎Open Interest
KuCoin$1.44M
Binance Futures$1.92M⚡Funding APR
+12.11%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
KuCoin$237.6KBinance Futures$1.42MLoading 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.