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updated 4:18:23 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+135.87%
3d Period Avg+21.70%
swing±25.57%
LONG BingX · now
−124.92%
3d avg:−10.74%
SHORT KuCoin · nowWALUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.036%
Eaten by executionL 0.02789 · S 0.02788−$3.59 if it converges
24h range −0.49%…+0.37% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.18
−0.04%
$Avg Daily PnL
+$4.46
+0.0446%
★Best Day
+$10.32
Sep 14
◎Open Interest
BingX$1.94M
KuCoin$477.1K⚡Funding APR
+16.26%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.9d
to break even
◧24h Volume
BingX$6.55MKuCoin$64.2KLoading 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.