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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β25.33%
3d Period Avgβ4.21%
swingΒ±8.71%
LONG Binance Futures Β· now
+36.28%
3d avg:+15.17%
SHORT KuCoin Β· nowGRIFFAINUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
β0.269%
Against youL 0.01785 Β· S 0.01780β$26.94 if it converges
24h range β3.49%β¦+1.36% Β· median β0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$25.27
β0.25%
$Avg Daily PnL
β$1.09
β0.0109%
β
Best Day
+$0.00
Oct 9
βOpen Interest
β‘Funding APR
β3.98%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.