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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.53%
7d Period Avg+18.26%
swing±23.67%
LONG OKX · nowFARTCOIN-USDT-SWAP
+10.96%
7d avg:+13.82%
SHORT KuCoin · nowFARTCOINUSDTM
+44.49%
7d avg:+32.08%
Entry Spread Now
+0.000%
NeutralL 0.1947 · S 0.1947
24h range −0.31%…+0.21% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$12.99
+0.13%
$Avg Daily PnL
+$5.00
+0.0500%
★Best Day
+$16.54
Sep 26
◎Open Interest
⚡Funding APR
+18.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Loading 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.