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updated 8:02:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.80%
3d Period Avg−20.09%
LONG WEEX · now
−34.84%
3d avg:+3.36%
SHORT KuCoin · nowNEWTUSDTM
+10.96%
3d avg:−16.73%
Entry Spread Now
−0.027%
Eaten by executionL 0.03700 · S 0.03699−$2.70 if it converges
24h range −0.71%…+0.77% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$43.58
−0.44%
$Avg Daily PnL
−$5.19
−0.0519%
★Best Day
+$0.07
Aug 17
◎Open Interest
WEEX$10.17M
KuCoin$293.4K⚡Funding APR
−18.96%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$1.20MKuCoin$24.8KLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.