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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
−4.04%
7d Period Avg+6.33%
swing±22.76%
LONG KuCoin · nowSOXSUSDTM
+0.00%
7d avg:−7.15%
SHORT Variational · now
−4.04%
7d avg:−0.82%
Entry Spread Now
+0.087%
In your favorL 45.4200 · S 45.4594+$8.66 if it converges
24h range −1.13%…+1.35% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$0.13
+0.00%
$Avg Daily PnL
+$1.73
+0.0173%
★Best Day
+$6.50
Oct 12
◎Open Interest
KuCoin$1.03M
Variational$1.35M⚡Funding APR
+6.32%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
6.9d
to break even
◧24h Volume
KuCoin$2.37MVariational$2.46MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.