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updated —SIREN 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
+77.36%
3d Period Avg+24.47%
swing±70.88%
LONG Binance Futures · now
+10.96%
3d avg:+62.61%
SHORT KuCoin · nowSIRENUSDTM
+88.32%
3d avg:+87.08%
Entry Spread Now
+0.226%
In your favorL 0.02650 · S 0.02656+$22.64 if it converges
24h range −0.37%…+1.60% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.87
−0.07%
$Avg Daily PnL
+$5.04
+0.0504%
★Best Day
+$12.11
Nov 13
◎Open Interest
Binance Futures$6.63M
KuCoin$600.7K⚡Funding APR
+18.41%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
Binance Futures$2.66MKuCoin$271.6KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.