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updated 9:06:03 PMFunding Arbitrage Backtester
Size$
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
+103.53%
3d Period Avg−5.95%
LONG KuCoin · nowESPORTSUSDTM
+10.96%
3d avg:+186.11%
SHORT Binance Futures · now
+114.49%
3d avg:+180.16%
Entry Spread Now
+0.399%
In your favorL 0.01503 · S 0.01509+$39.92 if it converges
24h range −0.71%…+1.05% · median +0.26%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.89
−0.27%
$Avg Daily PnL
−$1.63
−0.0163%
★Best Day
+$8.59
Aug 17
◎Open Interest
KuCoin$3.99M
Binance Futures$8.91M⚡Funding APR
−5.95%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
KuCoin$238.6KBinance Futures$4.81MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.