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updated 6:08:02 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+29.00%
3d Avg—
LONG OKX
−4.23%
3d: —
SHORT KuCoin
+24.76%
3d: —
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.82
−0.22%
$Avg Daily PnL
+$0.04
+0.0004%
★Best Day
+$7.97
May 18
◎Open Interest
OKX$687.9K
KuCoin$1.13M⚡APR
−19.91%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
16.4mo
to break even
◧24h Volume
OKX$1.85MKuCoin$271.1KLoading 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.