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updated 4:05:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.92%
3d Period Avg+6.38%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowMOCAUSDTM
+87.88%
3d avg:+17.34%
Entry Spread Now
+0.094%
Eaten by executionL 0.007423 · S 0.007430+$9.43 if it converges
24h range −0.45%…+0.18% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.34
−0.17%
$Avg Daily PnL
+$1.17
+0.0117%
★Best Day
+$3.88
Aug 14
◎Open Interest
Binance Futures$823.9K
KuCoin$214.8K⚡Funding APR
+4.25%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
18.9d
to break even
◧24h Volume
Binance Futures$572.4KKuCoin$29.9KLoading 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.