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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
−13.59%
7d Period Avg+20.06%
swing±32.38%
LONG KuCoin · nowSOONUSDTM
+84.37%
7d avg:+20.61%
SHORT OKX · nowSOON-USDT-SWAP
+70.78%
7d avg:+40.67%
Entry Spread Now
+0.520%
In your favorL 0.3366 · S 0.3383+$52.00 if it converges
24h range −3.69%…+1.48% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$16.44
+0.16%
$Avg Daily PnL
+$5.49
+0.0549%
★Best Day
+$8.18
Sep 27
◎Open Interest
KuCoin$3.33M
OKX$6.12M⚡Funding APR
+20.04%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
KuCoin$12.88MOKX$212.43MLoading 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.