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updated 7:20:43 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−91.60%
3d Period Avg+5.48%
LONG Extended · nowXNG-USD
+102.56%
3d avg:+9.80%
SHORT KuCoin · nowNATGASUSDTM
+10.96%
3d avg:+15.28%
Entry Spread Now
+0.264%
In your favorL 2.7348 · S 2.7420+$26.42 if it converges
24h range +0.12%…+0.38% · median +0.23%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.47
−0.39%
$Avg Daily PnL
−$0.14
−0.0014%
★Best Day
+$2.41
Aug 15
◎Open Interest
Extended$157.1K
KuCoin$696.9K⚡Funding APR
−0.52%
annualized · funding only
⚠Execution Cost
−$38.90
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Extended$461.7KKuCoin$171.9KLoading 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 (−$38.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.