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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+42.93%
7d Period Avg+37.90%
swingΒ±57.68%
LONG KuCoin Β· nowZILUSDTM
β48.43%
7d avg:β43.66%
SHORT Binance Futures Β· now
β5.50%
7d avg:β5.76%
Entry Spread Now
β0.754%
Against youL 0.003580 Β· S 0.003553β$75.42 if it converges
24h range β1.13%β¦β0.51% Β· median β0.87%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
+$50.62
+0.51%
$Avg Daily PnL
+$10.37
+0.1037%
β
Best Day
+$24.67
Oct 6
βOpen Interest
KuCoin$2.57M
Binance Futures$3.57Mβ‘Funding APR
+37.87%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
2.1d
to break even
β§24h Volume
KuCoin$117.6KBinance Futures$2.42MLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.