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updated 7:01:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+104.25%
3d Avg—
LONG OKX
+14.31%
3d: —
SHORT KuCoin
+118.56%
3d: —
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.93
−0.05%
$Avg Daily PnL
+$4.27
+0.0427%
★Best Day
+$14.94
May 17
◎Open Interest
OKX$8.61M
KuCoin$6.29M⚡APR
−4.50%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
OKX$307.73MKuCoin$18.48MLoading 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.