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updated 11:32:05 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.66%
3d Period Avg−1.70%
LONG MEXC · now
−5.70%
3d avg:−0.22%
SHORT KuCoin · nowPOLUSDTM
+10.96%
3d avg:−1.92%
Entry Spread Now
+0.133%
In your favorL 0.08276 · S 0.08287+$13.29 if it converges
24h range −0.27%…+0.53% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.40
−0.15%
$Avg Daily PnL
−$0.47
−0.0047%
★Best Day
+$3.31
Jul 17
◎Open Interest
⚡Funding APR
−1.70%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.