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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 ~6.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.01%
3d Period Avg+34.28%
swing±28.50%
LONG Binance Futures · now
−2.05%
3d avg:−40.72%
SHORT KuCoin · nowCTSIUSDTM
+10.96%
3d avg:−6.44%
Entry Spread Now
−0.011%
NeutralL 0.03413 · S 0.03413
24h range −0.66%…+2.24% · median +0.27%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.71
+0.03%
$Avg Daily PnL
+$8.24
+0.0824%
★Best Day
+$9.88
Oct 10
◎Open Interest
Binance Futures$3.28M
KuCoin$981.0K⚡Funding APR
+30.06%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Binance Futures$9.03MKuCoin$436.1KLoading 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.