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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.73%
30d Period Avg+36.00%
swing±90.17%
LONG WEEX · now
−10.40%
30d avg:−10.52%
SHORT KuCoin · nowZHONGJIUSDTM
+63.33%
30d avg:+25.48%
Entry Spread Now
+0.052%
Eaten by executionL 135.1400 · S 135.2100+$5.18 if it converges
24h range −0.21%…+0.30% · median +0.07%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$256.32
+2.56%
$Avg Daily PnL
+$9.48
+0.0948%
★Best Day
+$40.39
Sep 17
◎Open Interest
WEEX$64.7K
KuCoin$61.8K⚡Funding APR
+34.59%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
WEEX$289.4KKuCoin$1.57MLoading 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.