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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 ~8.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.73%
3d Period Avg+19.13%
swing±8.59%
LONG Hotcoin · now
−4.78%
3d avg:−8.17%
SHORT KuCoin · nowLTCUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.000%
NeutralL 70.1600 · S 70.1600
24h range −0.11%…+0.33% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.99
−0.21%
$Avg Daily PnL
+$5.35
+0.0535%
★Best Day
+$6.15
Sep 26
◎Open Interest
⚡Funding APR
+19.54%
annualized · funding only
⚠Execution Cost
−$37.05
entry + exit fees
⏱Payback
6.9d
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 (−$37.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.