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updated 4:02:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.78%
3d Period Avg+14.96%
LONG KuCoin · nowMEUSDTM
−93.58%
3d avg:+9.34%
SHORT Reya · nowMERUSDPERP
+24.20%
3d avg:+24.30%
Entry Spread Now
−0.292%
Against youL 0.06307 · S 0.06289−$29.25 if it converges
24h range −0.44%…+0.32% · median −0.17%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$14.67
−0.15%
$Avg Daily PnL
+$0.83
+0.0083%
★Best Day
+$4.29
Aug 16
◎Open Interest
KuCoin$400.6K
Reya$11.1K⚡Funding APR
+3.04%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
21.6d
to break even
◧24h Volume
KuCoin$14.1KReya$0Loading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.