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updated 5:28:09 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+7.20%
LONG MEXC · nowCRWDSTOCK_USDT
+0.00%
3d avg:+3.76%
SHORT KuCoin · nowCRWDUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.029%
Eaten by executionL 205.6700 · S 205.7300+$2.92 if it converges
24h range −0.59%…+0.43% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.09
−0.08%
$Avg Daily PnL
+$1.97
+0.0197%
★Best Day
+$3.00
Aug 4
◎Open Interest
⚡Funding APR
+7.19%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
7.1d
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.