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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 ~6.2d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.28%
7d Period Avg+42.95%
swing±55.89%
LONG KuCoin · nowSIRENUSDTM
+10.96%
7d avg:+58.28%
SHORT MEXC · now
+78.24%
7d avg:+101.23%
Entry Spread Now
−0.174%
Eaten by executionL 0.02299 · S 0.02295−$17.40 if it converges
24h range −0.26%…+0.13% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$32.61
−0.33%
$Avg Daily PnL
+$11.76
+0.1176%
★Best Day
+$25.24
Sep 25
◎Open Interest
KuCoin$727.7K
MEXC$678.1K⚡Funding APR
+42.91%
annualized · funding only
⚠Execution Cost
−$114.91
entry + exit fees
⏱Payback
9.8d
to break even
◧24h Volume
KuCoin$287.5KMEXC$105.7KLoading 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 (−$114.91 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.