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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 ~10d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+196.43%
3d Period Avg−98.15%
swing±247.98%
LONG Bluefin · nowDEEP-PERP
−185.48%
3d avg:+119.63%
SHORT KuCoin · nowDEEPUSDTM
+10.96%
3d avg:+21.48%
Entry Spread Now
−0.215%
Eaten by executionL 0.02326 · S 0.02321−$21.50 if it converges
24h range −0.99%…+0.75% · median +0.31%
Long pays every1hShort pays every4h
LONGmaker0.005%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$558.67
−5.59%
$Avg Daily PnL
−$6.46
−0.0646%
★Best Day
+$26.42
Sep 30
◎Open Interest
Bluefin$71.5K
KuCoin$2.12M⚡Funding APR
−23.59%
annualized · funding only
⚠Execution Cost
−$539.28
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bluefin$23.2KKuCoin$148.1KLoading 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 (−$539.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.