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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~26d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.00%
3d Period Avg+26.95%
swing±27.48%
LONG WEEX · now
−4.00%
3d avg:−7.21%
SHORT KuCoin · nowCRDOUSDTM
+0.00%
3d avg:+19.74%
Entry Spread Now
+0.177%
In your favorL 209.0700 · S 209.4400+$17.70 if it converges
24h range −0.05%…+0.20% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$5.86
−0.06%
$Avg Daily PnL
+$7.38
+0.0738%
★Best Day
+$14.15
Sep 27
◎Open Interest
⚡Funding APR
+26.93%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.8d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.