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updated 4:33:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+18.75%
30d Avg—
LONG OKX
−22.48%
30d: —
SHORT KuCoin
−3.73%
30d: —
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.55
−0.10%
$Avg Daily PnL
+$0.48
+0.0048%
★Best Day
+$38.50
May 12
◎Open Interest
OKX$697.4K
KuCoin$1.13M⚡APR
−1.34%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.5mo
to break even
◧24h Volume
OKX$1.95MKuCoin$281.2KLoading 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.