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updated 2:38:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+250.93%
30d Period Avg+26.16%
LONG Variational · now
+10.96%
30d avg:+10.96%
SHORT KuCoin · nowPTBUSDTM
+261.88%
30d avg:+37.12%
Entry Spread Now
+1.104%
In your favorL 0.0009195 · S 0.0009296+$110.39 if it converges
24h range −0.43%…+0.47% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- Variational (Long): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 6%, short 61% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$320.33
+3.20%
$Avg Daily PnL
+$17.49
+0.1749%
★Best Day
+$50.88
Aug 10
◎Open Interest
Variational$18.6K
KuCoin$1.84M⚡Funding APR
+63.84%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
16.6h
to break even
◧24h Volume
Variational$3.0KKuCoin$1.54MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.