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updated 11:19:31 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~21d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.23%
3d Period Avg−2.58%
swing±35.46%
LONG Bitunix · now
−2.37%
3d avg:−5.26%
SHORT KuCoin · nowIRENUSDTM
+1.86%
3d avg:−7.84%
Entry Spread Now
+0.086%
Eaten by executionL 46.6700 · S 46.7100+$8.57 if it converges
24h range −0.19%…+0.48% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.12
−0.26%
$Avg Daily PnL
−$0.71
−0.0071%
★Best Day
+$3.65
Sep 8
◎Open Interest
Bitunix—
KuCoin$1.36M⚡Funding APR
−2.57%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Bitunix$1.22MKuCoin$892.9KLoading 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.