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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
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β10.07%
3d Period Avg+220.91%
swingΒ±91.86%
LONG Binance Futures Β· now
β137.63%
3d avg:β291.70%
SHORT KuCoin Β· nowKAIAUSDTM
β147.71%
3d avg:β70.79%
Entry Spread Now
β0.073%
Eaten by executionL 0.04650 Β· S 0.04647β$7.32 if it converges
24h range β0.72%β¦+1.67% Β· median +0.03%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$23.57
β0.24%
$Avg Daily PnL
+$6.02
+0.0602%
β
Best Day
+$52.89
Oct 11
βOpen Interest
Binance Futures$7.07M
KuCoin$1.98Mβ‘Funding APR
+21.97%
annualized Β· funding only
β Execution Cost
β$41.63
entry + exit fees
β±Payback
6.9d
to break even
β§24h Volume
Binance Futures$48.46MKuCoin$658.9KLoading 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$41.63 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.