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updated 2:57:38 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.78%
3d Period Avg+17.92%
swing±22.68%
LONG BingX · now
−75.83%
3d avg:−6.96%
SHORT KuCoin · nowWALUSDTM
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.107%
Eaten by executionL 0.02791 · S 0.02788−$10.75 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
−$7.28
−0.07%
$Avg Daily PnL
+$3.68
+0.0368%
★Best Day
+$7.07
Sep 14
◎Open Interest
BingX$1.98M
KuCoin$477.4K⚡Funding APR
+13.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
BingX$6.55MKuCoin$70.0KLoading 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.