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Funding Arbitrage Backtester

updated 6:08:03 PM
Size$
R-trip cost
Net Funding APR · Now
+35.28%
3d Avg
LONG KuCoin
−24.33%
3d:
SHORT BloFin
+10.96%
3d:
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History
Total PnL
+$2.81
+0.03%
$Avg Daily PnL
+$6.70
+0.0670%
Best Day
+$13.22
May 16
Open Interest
KuCoinKuCoin$1.92M
BloFinBloFin$200.3K
APR
+2.56%
annualized
Execution Cost
−$24.00
entry + exit fees
Payback
3.6d
to break even
24h Volume
KuCoinKuCoin$2.61M
BloFinBloFin$17.1K
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.
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