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updated 1:30:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−0.45%
LONG MEXC · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowGRASSUSDTM
+10.96%
3d avg:+10.51%
Entry Spread Now
−0.109%
Against youL 0.3672 · S 0.3668−$10.89 if it converges
24h range −0.46%…+0.53% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.37
−0.14%
$Avg Daily PnL
−$0.09
−0.0009%
★Best Day
+$0.00
Jul 16
◎Open Interest
⚡Funding APR
−0.34%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.