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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 ~9.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+214.66%
30d Period Avg+47.28%
swing±221.26%
LONG Bluefin · nowDEEP-PERP
−198.00%
30d avg:−32.73%
SHORT KuCoin · nowDEEPUSDTM
+16.66%
30d avg:+14.55%
Entry Spread Now
+0.693%
Eaten by executionL 0.02310 · S 0.02326+$69.26 if it converges
24h range −0.99%…+0.75% · median +0.22%
Long pays every1hShort pays every4h
LONGmaker0.005%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$205.44
−2.05%
$Avg Daily PnL
+$11.64
+0.1164%
★Best Day
+$52.59
Sep 27
◎Open Interest
Bluefin$71.0K
KuCoin$2.21M⚡Funding APR
+42.47%
annualized · funding only
⚠Execution Cost
−$554.51
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
Bluefin$45.8KKuCoin$150.9KLoading 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 (−$554.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.