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updated —SOPH Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.0d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+93.14%
3d Period Avg+30.49%
swing±52.29%
LONG KuCoin · nowSOPHUSDTM
−210.82%
3d avg:−49.03%
SHORT BingX · now
−117.68%
3d avg:−18.54%
Entry Spread Now
−0.057%
Eaten by executionL 0.001754 · S 0.001753−$5.70 if it converges
24h range −5.85%…+9.42% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$153.12
−1.53%
$Avg Daily PnL
+$8.35
+0.0835%
★Best Day
+$13.81
Nov 12
◎Open Interest
KuCoin$921.4K
BingX$654.8K⚡Funding APR
+30.47%
annualized · funding only
⚠Execution Cost
−$178.16
entry + exit fees
⏱Payback
21.4d
to break even
◧24h Volume
KuCoin$4.78MBingX$3.00MLoading 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 (−$178.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.