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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−8.66%
swing±64.38%
LONG Variational · nowQNTX
+0.00%
3d avg:+19.36%
SHORT KuCoin · nowQNTXUSDTM
+0.00%
3d avg:+10.70%
Entry Spread Now
+0.116%
In your favorL 48.6336 · S 48.6900+$11.60 if it converges
24h range −0.21%…+0.70% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.11
−0.19%
$Avg Daily PnL
−$2.37
−0.0237%
★Best Day
+$1.63
Sep 28
◎Open Interest
⚡Funding APR
−8.66%
annualized · funding only
⚠Execution Cost
−$12.00
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.