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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−20.24%
3d Period Avg+23.14%
swing±39.67%
LONG KuCoin · nowSOONUSDTM
+96.86%
3d avg:+36.35%
SHORT OKX · nowSOON-USDT-SWAP
+76.62%
3d avg:+59.49%
Entry Spread Now
+0.085%
Eaten by executionL 0.3550 · S 0.3553+$8.45 if it converges
24h range −3.69%…+1.48% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.36
−0.22%
$Avg Daily PnL
+$6.33
+0.0633%
★Best Day
+$8.18
Sep 27
◎Open Interest
KuCoin$3.89M
OKX$6.51M⚡Funding APR
+23.12%
annualized · funding only
⚠Execution Cost
−$41.36
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
KuCoin$13.18MOKX$233.01MLoading 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 (−$41.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.