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updated 4:05:06 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%
30d Period Avg+9.88%
LONG MEXC · nowCRWDSTOCK_USDT
+0.00%
30d avg:+1.43%
SHORT KuCoin · nowCRWDUSDTM
+10.96%
30d avg:+11.31%
Entry Spread Now
−0.131%
Against youL 206.8400 · S 206.5700−$13.05 if it converges
24h range −0.59%…+0.43% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$41.95
+0.42%
$Avg Daily PnL
+$1.86
+0.0186%
★Best Day
+$5.15
Aug 3
◎Open Interest
⚡Funding APR
+6.81%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
7.5d
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.