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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avg+0.67%
swingΒ±2.87%
LONG KuCoin Β· nowSOXSUSDTM
+0.00%
3d avg:β0.90%
SHORT Variational Β· now
+0.00%
3d avg:β0.23%
Entry Spread Now
β0.118%
Against youL 46.4100 Β· S 46.3552β$11.81 if it converges
24h range β1.13%β¦+1.35% Β· median β0.14%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding Historyβ¦
βTotal PnL
β$11.45
β0.11%
$Avg Daily PnL
+$0.18
+0.0018%
β
Best Day
+$0.74
Oct 13
βOpen Interest
β‘Funding APR
+0.67%
annualized Β· funding only
β Execution Cost
β$12.00
entry + exit fees
β±Payback
2.2mo
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$12.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.