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updated 4:05:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+169.84%
3d Period Avg+26.16%
LONG Variational · now
+10.96%
3d avg:+10.96%
SHORT KuCoin · nowPTBUSDTM
+180.80%
3d avg:+37.12%
Entry Spread Now
−0.167%
Eaten by executionL 0.0009275 · S 0.0009260−$16.71 if it converges
24h range −0.43%…+0.47% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$81.86
−0.82%
$Avg Daily PnL
+$4.31
+0.0431%
★Best Day
+$9.01
Aug 16
◎Open Interest
Variational$18.8K
KuCoin$1.84M⚡Funding APR
+15.73%
annualized · funding only
⚠Execution Cost
−$99.10
entry + exit fees
⏱Payback
23.0d
to break even
◧24h Volume
Variational$3.0KKuCoin$1.55MLoading 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 (−$99.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.