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updated 5:14:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+26.30%
30d Avg—
LONG KuCoin
−15.34%
30d: —
SHORT OKX
+10.96%
30d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$28.04
+0.28%
$Avg Daily PnL
+$1.67
+0.0167%
★Best Day
+$17.75
Apr 19
◎Open Interest
KuCoin$785.6K
OKX$1.33M⚡APR
+3.41%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
13.2d
to break even
◧24h Volume
KuCoin$166.5KOKX$2.61MLoading 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.