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updated 1:19:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.45%
3d Period Avg+2.44%
LONG MEXC · now
+3.51%
3d avg:−0.24%
SHORT KuCoin · nowPOLUSDTM
+10.96%
3d avg:+2.20%
Entry Spread Now
+0.060%
Eaten by executionL 0.08282 · S 0.08287+$6.04 if it converges
24h range −0.27%…+0.53% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$11.99
−0.12%
$Avg Daily PnL
+$0.50
+0.0050%
★Best Day
+$3.31
Jul 17
◎Open Interest
⚡Funding APR
+1.83%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
27.9d
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.