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updated 7:12:14 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+88.76%
30d Period Avg−5.10%
swing±39.34%
LONG KuCoin · nowDELLUSDTM
−12.27%
30d avg:+9.26%
SHORT NADO · nowDELL-PERP
+76.48%
30d avg:+4.16%
Entry Spread Now
+0.031%
Eaten by executionL 518.2700 · S 518.4281+$3.05 if it converges
24h range −0.17%…+0.51% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
−$60.85
−0.61%
$Avg Daily PnL
−$1.35
−0.0135%
★Best Day
+$14.45
Aug 16
◎Open Interest
KuCoin$1.80M
NADO$116.6K⚡Funding APR
−4.93%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$917.6KNADO$5.4KLoading 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.