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updated 10:32:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.59%
3d Period Avg−14.69%
LONG Binance Futures · now
+5.84%
3d avg:+6.97%
SHORT KuCoin · nowUBUSDTM
+9.42%
3d avg:−7.72%
Entry Spread Now
+0.103%
Eaten by executionL 0.1174 · S 0.1175+$10.27 if it converges
24h range −0.91%…+0.65% · median +0.09%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.80
−0.35%
$Avg Daily PnL
−$3.20
−0.0320%
★Best Day
−$1.62
Aug 14
◎Open Interest
Binance Futures$5.22M
KuCoin$6.67M⚡Funding APR
−11.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$4.36MKuCoin$593.0KLoading 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.