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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.33%
3d Period Avg+25.48%
swing±32.32%
LONG Variational · now
−33.37%
3d avg:−18.84%
SHORT KuCoin · nowQNTUSDTM
+10.96%
3d avg:+6.64%
Entry Spread Now
+0.413%
In your favorL 97.0289 · S 97.4300+$41.34 if it converges
24h range −2.30%…+1.62% · median +0.29%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.92
+0.09%
$Avg Daily PnL
+$5.23
+0.0523%
★Best Day
+$11.68
Sep 25
◎Open Interest
Variational$105.5K
KuCoin$2.56M⚡Funding APR
+19.09%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
Variational$357.3KKuCoin$6.98MLoading 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.