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updated 5:05:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.95%
30d Period Avg+0.56%
LONG KuCoin · nowXTZUSDTM
−32.00%
30d avg:+4.91%
SHORT OKX · nowXTZ-USDT-SWAP
+10.96%
30d avg:+5.47%
Entry Spread Now
+0.000%
NeutralL 0.1981 · S 0.1981
24h range −0.55%…+0.95% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.31
−0.14%
$Avg Daily PnL
+$0.25
+0.0025%
★Best Day
+$7.38
Jul 22
◎Open Interest
KuCoin$774.4K
OKX$718.1K⚡Funding APR
+0.91%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.0mo
to break even
◧24h Volume
KuCoin$45.8KOKX$246.3KLoading 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.