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updated 8:34:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.31%
3d Period Avg+13.53%
LONG KuCoin · nowBRKBUSDTM
+10.96%
3d avg:+10.96%
SHORT OKX · nowBRKB-USDT-SWAP
+59.27%
3d avg:+24.49%
Entry Spread Now
−0.020%
NeutralL 500.2000 · S 500.1000
24h range −0.38%…+0.24% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.88
−0.11%
$Avg Daily PnL
+$3.71
+0.0371%
★Best Day
+$15.54
Aug 17
◎Open Interest
KuCoin$46.3K
OKX$372.1K⚡Funding APR
+13.53%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
KuCoin$1.19MOKX$79.0KLoading 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.