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updated 8:33:30 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
+0.00%
3d Period Avg+19.78%
LONG TxFlow · now
+10.96%
3d avg:−8.82%
SHORT KuCoin · nowONDOUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.150%
In your favorL ask 0.3326 · S bid 0.3331+$15.03 at entry
24h range −0.03%…+0.71% · median +0.21%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$46.12
−0.46%
$Avg Daily PnL
+$2.44
+0.0244%
★Best Day
+$6.76
Aug 15
◎Open Interest
TxFlow$53.8K
KuCoin$20.78M⚡Funding APR
+8.90%
annualized · funding only
⚠Execution Cost
−$55.87
entry + exit fees
⏱Payback
22.9d
to break even
◧24h Volume
TxFlow$53.9KKuCoin$1.87MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$55.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.