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updated 6:08:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
−50.40%
3d Avg—
LONG KuCoin
+50.40%
3d: —
SHORT OKX
+0.00%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$5.97
−0.06%
$Avg Daily PnL
+$4.01
+0.0401%
★Best Day
+$9.21
May 16
◎Open Interest
KuCoin$696.7K
OKX$1.16M⚡APR
−5.45%
annualized
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
KuCoin$355.0KOKX$3.89MLoading 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.