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updated 11:22:00 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+101.98%
7d Period Avg+135.38%
swing±98.69%
LONG Variational · now
−91.03%
7d avg:−128.27%
SHORT KuCoin · nowSUNUSDTM
+10.96%
7d avg:+7.11%
Entry Spread Now
−0.349%
Against youL 0.01689 · S 0.01683−$34.94 if it converges
24h range −0.38%…+0.39% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$247.46
+2.47%
$Avg Daily PnL
+$32.43
+0.3243%
★Best Day
+$72.90
Sep 14
◎Open Interest
Variational$162.5K
KuCoin$282.9K⚡Funding APR
+118.38%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
8.9h
to break even
◧24h Volume
Variational$0KuCoin$17.9KLoading 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.