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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~12d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+7.24%
3d Period Avgβ6.93%
swingΒ±30.01%
LONG Hotcoin Β· now
β10.74%
3d avg:β8.38%
SHORT KuCoin Β· nowMONUSDTM
β3.51%
3d avg:β15.31%
Entry Spread Now
+0.091%
Eaten by executionL 0.02202 Β· S 0.02204+$9.08 if it converges
24h range β0.50%β¦+0.78% Β· median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$27.67
β0.28%
$Avg Daily PnL
β$1.22
β0.0122%
β
Best Day
+$2.30
Oct 21
βOpen Interest
Hotcoin$1.85M
KuCoin$1.34Mβ‘Funding APR
β4.47%
annualized Β· funding only
β Execution Cost
β$24.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Hotcoin$884.7KKuCoin$322.9KLoading Cumulative PnLβ¦
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 (β$24.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.