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updated 1:19:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.90%
3d Period Avg+1.78%
LONG MEXC · now
+4.05%
3d avg:+6.79%
SHORT KuCoin · nowCOMPUSDTM
+10.96%
3d avg:+8.57%
Entry Spread Now
−0.235%
Against youL 16.9900 · S 16.9500−$23.54 if it converges
24h range −0.64%…+0.88% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.54
−0.13%
$Avg Daily PnL
+$0.37
+0.0037%
★Best Day
+$0.89
Jul 18
◎Open Interest
⚡Funding APR
+1.33%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
Loading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.