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updated 9:30:23 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~34d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.49%
1d Period Avg+7.54%
LONG KuCoin · nowPAXGUSDTM
−2.85%
1d avg:+0.22%
SHORT N1 · now
+9.64%
1d avg:+7.76%
Entry Spread Now
−0.067%
Against youL ask 4,409.34 · S bid 4,406.4−$6.67 at entry
24h range −0.22%…+0.21% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$114.87
−1.15%
$Avg Daily PnL
+$1.33
+0.0133%
★Best Day
+$2.23
Aug 17
◎Open Interest
KuCoin$45.23M
N1$10.4K⚡Funding APR
+4.86%
annualized · funding only
⚠Execution Cost
−$117.53
entry + exit fees
⏱Payback
2.9mo
to break even
◧24h Volume
KuCoin$5.16MN1$9.0KLoading 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 (−$117.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.