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updated 10:35:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+214.55%
30d Period Avg+51.39%
LONG Variational · now
+10.96%
30d avg:+10.96%
SHORT KuCoin · nowKOMAUSDTM
+225.51%
30d avg:+62.35%
Entry Spread Now
−0.034%
Eaten by executionL 0.01485 · S 0.01484−$3.37 if it converges
24h range −0.31%…+0.82% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 3%, short 58% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$161.79
+1.62%
$Avg Daily PnL
+$9.65
+0.0965%
★Best Day
+$22.74
Aug 3
◎Open Interest
Variational$38.6K
KuCoin$1.79M⚡Funding APR
+35.24%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Variational$1.7KKuCoin$287.7KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.