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updated 8:32:56 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.43%
3d Period Avg+32.11%
swing±58.85%
LONG KuCoin · nowDELLUSDTM
+0.99%
3d avg:+0.61%
SHORT NADO · nowDELL-PERP
+104.42%
3d avg:+32.72%
Entry Spread Now
+0.193%
In your favorL 522.1900 · S 523.1982+$19.31 if it converges
24h range −0.17%…+0.51% · median +0.11%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
+$6.36
+0.06%
$Avg Daily PnL
+$6.34
+0.0634%
★Best Day
+$13.54
Sep 4
◎Open Interest
KuCoin$1.78M
NADO$117.7K⚡Funding APR
+23.14%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
KuCoin$953.7KNADO$5.7KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.