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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 ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.22%
7d Period Avg+37.61%
swing±64.74%
LONG OKX · nowFLOCK-USDT-SWAP
−25.85%
7d avg:−52.10%
SHORT KuCoin · nowFLOCKUSDTM
−18.63%
7d avg:−14.49%
Entry Spread Now
−0.014%
NeutralL 0.07124 · S 0.07123
24h range −0.49%…+0.33% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$50.09
+0.50%
$Avg Daily PnL
+$10.30
+0.1030%
★Best Day
+$44.83
Sep 25
◎Open Interest
OKX$778.2K
KuCoin$1.27M⚡Funding APR
+37.59%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
OKX$3.78MKuCoin$122.4KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.