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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.93%
3d Period Avg+8.22%
swing±10.90%
LONG KuCoin · nowNATGASUSDTM
+27.39%
3d avg:+6.57%
SHORT OKX · nowNG-USDT-SWAP
+60.33%
3d avg:+14.79%
Entry Spread Now
+0.096%
Eaten by executionL 3.1110 · S 3.1140+$9.64 if it converges
24h range −0.12%…+0.25% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.20
−0.26%
$Avg Daily PnL
+$2.14
+0.0214%
★Best Day
+$3.29
Sep 28
◎Open Interest
⚡Funding APR
+7.81%
annualized · funding only
⚠Execution Cost
−$32.62
entry + exit fees
⏱Payback
15.3d
to break even
◧24h Volume
Loading 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 (−$32.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.