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updated 7:20:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−9.86%
3d Period Avg−8.34%
LONG WEEX · now
+10.96%
3d avg:+8.95%
SHORT KuCoin · nowXECUSDTM
+1.10%
3d avg:+0.61%
Entry Spread Now
+0.095%
Eaten by executionL 0.000006284 · S 0.000006290+$9.55 if it converges
24h range −0.24%…+0.42% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$34.85
−0.35%
$Avg Daily PnL
−$1.71
−0.0171%
★Best Day
+$0.00
Aug 14
◎Open Interest
⚡Funding APR
−6.25%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.