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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 covers it in ~5.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+15.40%
7d Period Avgβ25.53%
swingΒ±218.46%
LONG Binance Futures Β· now
β155.88%
7d avg:β55.85%
SHORT KuCoin Β· nowKAIAUSDTM
β140.48%
7d avg:β81.38%
Entry Spread Now
β0.043%
Eaten by executionL 0.04586 Β· S 0.04584β$4.29 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%
Sparse settlements: long 40%, short 100% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$44.20
β0.44%
$Avg Daily PnL
β$3.17
β0.0317%
β
Best Day
+$52.89
Oct 11
βOpen Interest
Binance Futures$7.09M
KuCoin$2.04Mβ‘Funding APR
β11.58%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$48.66MKuCoin$622.0KLoading 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.