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updated 8:03:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.06%
3d Period Avg+1.85%
LONG KuCoin · nowTRUTHUSDTM
+10.96%
3d avg:+80.21%
SHORT OKX · nowTRUTH-USDT-SWAP
+65.02%
3d avg:+82.06%
Entry Spread Now
−0.031%
Eaten by executionL 0.01295 · S 0.01294−$3.09 if it converges
24h range −0.11%…+0.73% · median +0.35%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$20.56
−0.21%
$Avg Daily PnL
+$0.48
+0.0048%
★Best Day
+$16.64
Aug 17
◎Open Interest
KuCoin$1.74M
OKX$233.7K⚡Funding APR
+1.75%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
KuCoin$34.0KOKX$223.5KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.