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updated 10:41:16 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
+40.76%
3d Period Avg−1.73%
swing±47.82%
LONG Binance Futures · now
+10.96%
3d avg:+14.39%
SHORT KuCoin · nowCHILLGUYUSDTM
+51.72%
3d avg:+12.66%
Entry Spread Now
+0.075%
Eaten by executionL 0.01204 · S 0.01205+$7.48 if it converges
24h range −0.37%…+1.45% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.00
−0.22%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$11.05
Sep 17
◎Open Interest
Binance Futures$1.74M
KuCoin$960.0K⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$1.42MKuCoin$431.3KLoading 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.