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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 ~108d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.71%
7d Period Avg+36.92%
swing±55.08%
LONG KuCoin · nowLABUSDTM
+10.96%
7d avg:+18.81%
SHORT OKX · nowLAB-USDT-SWAP
+14.67%
7d avg:+55.73%
Entry Spread Now
+0.000%
NeutralL ask 0.05558 · S bid 0.05558
24h range −0.34%…+0.16% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$39.40
−0.39%
$Avg Daily PnL
+$10.11
+0.1011%
★Best Day
+$27.90
Sep 25
◎Open Interest
KuCoin$1.70M
OKX$3.64M⚡Funding APR
+36.90%
annualized · funding only
⚠Execution Cost
−$110.18
entry + exit fees
⏱Payback
10.9d
to break even
◧24h Volume
KuCoin$968.5KOKX$3.73MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$110.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.