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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 ~4.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.81%
30d Period Avg−3.01%
swing±21.67%
LONG WEEX · now
−9.85%
30d avg:−2.03%
SHORT KuCoin · nowSOXSUSDTM
+10.96%
30d avg:−5.04%
Entry Spread Now
−0.288%
Against youL 34.0080 · S 33.9100−$28.82 if it converges
24h range −0.41%…+0.35% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$52.67
−0.53%
$Avg Daily PnL
−$0.82
−0.0082%
★Best Day
+$4.88
Aug 26
◎Open Interest
⚡Funding APR
−3.00%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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.