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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
+5582.78%
30d Period Avg+34.07%
swing±213.88%
LONG KuCoin · nowONEUSDTM
−5102.69%
30d avg:+7.89%
SHORT OKX · nowONE-USDT-SWAP
+480.10%
30d avg:+41.96%
Entry Spread Now
−19.040%
Against youL 0.001938 · S 0.001569−$1904.02 if it converges
24h range −25.69%…−1.55% · median −13.31%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 14%, short 87% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$320.20
+3.20%
$Avg Daily PnL
+$11.41
+0.1141%
★Best Day
+$67.69
Sep 24
◎Open Interest
KuCoin$2.16M
OKX$3.04M⚡Funding APR
+41.63%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
KuCoin$4.18MOKX$67.84MLoading 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.