← Back to Screener
updated 7:01:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+36.49%
3d Avg—
LONG KuCoin
−25.53%
3d: —
SHORT OKX
+10.96%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.69
+0.02%
$Avg Daily PnL
+$5.92
+0.0592%
★Best Day
+$13.88
May 16
◎Open Interest
KuCoin$778.5K
OKX$1.29M⚡APR
+1.54%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
KuCoin$165.6KOKX$2.56MLoading 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.