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updated 4:03:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+231.36%
3d Period Avg−3.45%
LONG trade[XYZ] · nowxyz:ZM
−181.50%
3d avg:+20.98%
SHORT KuCoin · nowZMUSDTM
+49.86%
3d avg:+17.53%
Entry Spread Now
+0.009%
NeutralL 105.9800 · S 105.9900
24h range −0.05%…+0.22% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.00
−0.18%
$Avg Daily PnL
+$3.00
+0.0300%
★Best Day
+$9.09
Aug 16
◎Open Interest
⚡Funding APR
+10.95%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
10.0d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.