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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−9.38%
swing±70.14%
LONG OKX · nowLUNR-USDT-SWAP
+0.00%
3d avg:+27.75%
SHORT KuCoin · nowLUNRUSDTM
+0.00%
3d avg:+18.37%
Entry Spread Now
−0.410%
Against youL 14.6500 · S 14.5900−$40.96 if it converges
24h range −0.94%…+1.08% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$29.70
−0.30%
$Avg Daily PnL
−$2.57
−0.0257%
★Best Day
+$8.63
Oct 1
◎Open Interest
⚡Funding APR
−9.37%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.