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updated 1:22:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.55%
LONG MEXC · now
+10.96%
3d avg:+10.41%
SHORT KuCoin · nowKASUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.299%
In your favorL 0.02778 · S 0.02786+$29.88 if it converges
24h range −0.12%…+0.47% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.55
−0.14%
$Avg Daily PnL
+$0.11
+0.0011%
★Best Day
+$0.30
Jul 17
◎Open Interest
⚡Funding APR
+0.41%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.1mo
to break even
◧24h Volume
Loading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.