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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.00%
7d Period Avg+28.15%
swing±43.34%
LONG OKX · nowPIPPIN-USDT-SWAP
+10.96%
7d avg:+24.73%
SHORT KuCoin · nowPIPPINUSDTM
+81.96%
7d avg:+52.88%
Entry Spread Now
+0.000%
NeutralL 0.01874 · S 0.01874
24h range −0.32%…+0.26% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$31.95
+0.32%
$Avg Daily PnL
+$7.71
+0.0771%
★Best Day
+$16.58
Sep 21
◎Open Interest
OKX$1.26M
KuCoin$2.06M⚡Funding APR
+28.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.9d
to break even
◧24h Volume
OKX$1.18MKuCoin$1.92MLoading 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.