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updated 4:39:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+156.91%
3d Period Avg+18.19%
LONG Hotcoin · now
+5.48%
3d avg:+5.48%
SHORT KuCoin · nowIRYSUSDTM
+162.39%
3d avg:+23.67%
Entry Spread Now
+0.102%
Eaten by executionL 0.01573 · S 0.01575+$10.17 if it converges
24h range −0.04%…+0.39% · median +0.17%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.64
−0.10%
$Avg Daily PnL
+$3.59
+0.0359%
★Best Day
+$5.94
Aug 17
◎Open Interest
Hotcoin$112.4K
KuCoin$2.47M⚡Funding APR
+13.10%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
Hotcoin—KuCoin$1.10MLoading 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.