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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+276.35%
30d Period Avg+19.86%
swing±42.32%
LONG SoDEX · now
+10.96%
30d avg:+10.96%
SHORT KuCoin · nowNIULAIUSDTM
+287.31%
30d avg:+30.82%
Entry Spread Now
+0.819%
In your favorL 0.1038 · S 0.1046+$81.90 if it converges
24h range −0.52%…+0.53% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.012%/taker0.040%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- SoDEX (Long): data starts Sep 16, 2026 (12d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 38%, short 93% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$130.52
+1.31%
$Avg Daily PnL
+$5.38
+0.0538%
★Best Day
+$27.86
Sep 18
◎Open Interest
SoDEX$482
KuCoin$220.0K⚡Funding APR
+19.62%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
SoDEX$4.9KKuCoin$2.31MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.