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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 ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.80%
7d Period Avg+32.18%
swing±34.63%
LONG OKX · nowJELLYJELLY-USDT-SWAP
+10.96%
7d avg:+22.97%
SHORT KuCoin · nowJELLYJELLYUSDTM
+40.76%
7d avg:+55.15%
Entry Spread Now
−0.076%
Eaten by executionL 0.05674 · S 0.05670−$7.58 if it converges
24h range −0.90%…+0.31% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$39.67
+0.40%
$Avg Daily PnL
+$8.81
+0.0881%
★Best Day
+$16.31
Sep 23
◎Open Interest
OKX$1.36M
KuCoin$8.22M⚡Funding APR
+32.16%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
OKX$1.19MKuCoin$949.1KLoading 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.