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updated 11:32:34 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
+0.00%
3d Period Avg+1.20%
LONG MEXC · now
+10.96%
3d avg:+9.76%
SHORT KuCoin · nowDASHUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.147%
In your favorL 33.9700 · S 34.0200+$14.72 if it converges
24h range −0.41%…+0.74% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.02
−0.13%
$Avg Daily PnL
+$0.33
+0.0033%
★Best Day
+$0.98
Jul 17
◎Open Interest
⚡Funding APR
+1.19%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.4mo
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.