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updated —FIL Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.13%
7d Period Avg+14.12%
swing±10.79%
LONG KuCoin · nowFILUSDTM
−27.17%
7d avg:−3.39%
SHORT Phemex · now
+10.96%
7d avg:+10.73%
Entry Spread Now
+0.262%
In your favorL 0.6882 · S 0.6900+$26.16 if it converges
24h range −0.55%…+1.06% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.06
+0.03%
$Avg Daily PnL
+$3.87
+0.0387%
★Best Day
+$4.98
Nov 10
◎Open Interest
KuCoin$4.39M
Phemex$1.24M⚡Funding APR
+14.11%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
KuCoin$24.38MPhemex$1.27MLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.