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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 ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6268.02%
3d Period Avg+405.76%
swing±345.89%
LONG KuCoin · nowONEUSDTM
−5817.12%
3d avg:−228.27%
SHORT OKX · nowONE-USDT-SWAP
+450.90%
3d avg:+177.49%
Entry Spread Now
−21.352%
Against youL 0.002079 · S 0.001635−$2135.16 if it converges
24h range −25.69%…−1.55% · median −13.44%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 43%, short 56% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$103.67
+1.04%
$Avg Daily PnL
+$31.42
+0.3142%
★Best Day
+$67.69
Sep 24
◎Open Interest
KuCoin$2.14M
OKX$3.12M⚡Funding APR
+114.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.8h
to break even
◧24h Volume
KuCoin$4.07MOKX$69.53MLoading 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.