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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 ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.49%
3d Period Avg+12.50%
swing±9.88%
LONG WEEX · now
−9.53%
3d avg:−26.72%
SHORT KuCoin · nowSOXSUSDTM
+10.96%
3d avg:−14.22%
Entry Spread Now
−0.056%
Eaten by executionL 33.6990 · S 33.6800−$5.64 if it converges
24h range −0.42%…+0.35% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.73
−0.18%
$Avg Daily PnL
+$3.42
+0.0342%
★Best Day
+$4.47
Sep 22
◎Open Interest
WEEX$1.06M
KuCoin$698.3K⚡Funding APR
+12.49%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
8.2d
to break even
◧24h Volume
WEEX$26.79MKuCoin$2.76MLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.