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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 ~69d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.27%
30d Period Avg−26.63%
swing±100.48%
LONG N1 · now
−8.77%
30d avg:+36.72%
SHORT KuCoin · nowPAXGUSDTM
+19.50%
30d avg:+10.09%
Entry Spread Now
+0.084%
In your favorL ask 4,288.6 · S bid 4,292.2+$8.39 at entry
24h range −0.94%…+0.15% · median −0.14%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$639.38
−6.39%
$Avg Daily PnL
−$3.41
−0.0341%
★Best Day
+$32.63
Aug 25
◎Open Interest
N1$28.7K
KuCoin$28.23M⚡Funding APR
−12.46%
annualized · funding only
⚠Execution Cost
−$536.98
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
N1$1.4KKuCoin$5.01MLoading 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 (−$536.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.