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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.47%
3d Period Avg+3.24%
swing±24.95%
LONG KuCoin · nowOUSDTM
+38.13%
3d avg:+33.27%
SHORT OKX · nowO-USDT-SWAP
+72.60%
3d avg:+36.51%
Entry Spread Now
+0.318%
In your favorL 0.5353 · S 0.5370+$31.76 if it converges
24h range −0.39%…+0.71% · median −0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.35
−0.19%
$Avg Daily PnL
+$0.88
+0.0088%
★Best Day
+$2.55
Sep 25
◎Open Interest
KuCoin$1.16M
OKX$1.35M⚡Funding APR
+3.23%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
24.9d
to break even
◧24h Volume
KuCoin$1.39MOKX$407.4KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.