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updated 5:17:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
+68.81%
30d Avg—
LONG OKX
+5.48%
30d: —
SHORT KuCoin
+74.29%
30d: —
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$79.12
+0.79%
$Avg Daily PnL
+$4.04
+0.0404%
★Best Day
+$42.61
Apr 25
◎Open Interest
OKX$8.70M
KuCoin$6.44M⚡APR
+11.55%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
OKX$315.96MKuCoin$18.54MLoading 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.