← Back to Screener
updated —BRENT Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+30.35%
swing±51.27%
LONG OKX · nowBZ-USDT-SWAP
+0.00%
3d avg:−128.42%
SHORT KuCoin · nowBZUSDTM
+0.00%
3d avg:−98.07%
Entry Spread Now
−0.011%
NeutralL 93.5000 · S 93.4900
24h range −0.17%…+0.14% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.28
−0.28%
$Avg Daily PnL
+$8.31
+0.0831%
★Best Day
+$19.57
Nov 12
◎Open Interest
OKX$14.70M
KuCoin$3.29M⚡Funding APR
+30.33%
annualized · funding only
⚠Execution Cost
−$53.21
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
OKX$16.74MKuCoin$1.75MLoading 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 (−$53.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.